Styles of Responsible Investing: Attributes and performance of different RI fund varieties
How responsible investing funds differ in their portfolio construction approaches, revealing divergent green transition approaches and performance outcomes.
Positive Stock-Bond Correlation: Prospects & Portfolio Construction Implications
As part of PGIM IAS’s ongoing research on strategic portfolio construction, we have explored the macro drivers, global linkages, and portfolio construction implications of stock-bond correlation in a series of papers dating back to 2021. With US stock-bond correlation having now turned positive, in this paper we discuss which elements of the current economic landscape could provide support for an extended period of positive stock-bond correlation, we review the portfolio construction implications of positive correlation, and we assess what current stock and bond valuations may mean for forward performance.
Institutional Advisory & Solutions
The IAS team conducts bespoke, quantitative client research that focuses on asset allocation and portfolio analysis.
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