Volatility Insights: Spot up, Vol up

What is “Spot Up, Vol Up”? Simon Aninat, Volatility expert at Seeyond, provides insights on what this market configuration can reveal.

Shiller Barclays CAPE® US Sector Value: A Switching Strategy Between Value and Growth

Finding the right timing to switch from a Growth to a Value style (and conversely) in portfolios may be challenging for investors. Not for the Shiller Barclays CAPE US Sector Value Strategy.

  • March 22, 2021
Hyper-Concentration on Market Cap-Weighted Indices: Challenging Active Portfolio Managers

How the domination of Mega-cap stocks within indices reduce the ability to generate outperformance?

  • December 18, 2020
Loomis Sayles Global Equity Opportunities: A Long-term, Best-Ideas Approach

This strategy seeks attractive long-term opportunities through a highly collaborative best-ideas approach grounded in fundamental research.

Getting the Big Picture Right in Multi-Asset Credit Investing

Multi-Asset Credit investing is the process of gaining exposure to a globally diverse mix of credit-focused asset classes and sector exposures in a single portfolio.

  • June 25, 2020
AI and ESG: A New Frontier for Financial Innovation?

Can you combine Artificial Intelligence (AI) and environmental, social and governance (ESG) investing? This question was at the core of a fascinating debate between two AI experts: Dr Luc Julia and Dr Carmine de Franco.

Value Investing – Is It Different This Time?

A value investor usually requires a substantial price discount at the company’s intrinsic value. But the latter exceeds the mere accounting value of its tangible assets.

Markets in Motion: The Return of Trend

Fundamental investors tend to be skeptical of price-based strategies, because they generally believe that markets are efficient. Yet, during certain scenarios, markets move in unexpected directions temporarily exhibiting price momentum.

  • January 7, 2020
What Problems for Life Insurers in the Euro Zone?

If neither the structure of life insurers’ assets changes, nor the level of long-term interest rates, the attractiveness of life insurance for savers may rapidly diminish.

  • December 16, 2019
Be Systematic, Be Contrarian

Taking human judgement out of equity portfolios can help investors stay ahead of market reversals.

Shiller Barclays CAPE® US Sector Value Strategy in Value Regimes

In this study, Ossiam has run two conditional models regressions of the Shiller Barclay's CAPE® US Sector Value Strategy over standard factor models and considered the regime-dependend nature of the Value premium.

  • December 3, 2019
5 Reasons Why Active, Long-Term Value Investors Shouldn’t Be Worried

In 1983, the S&P 500® hit an all-time high of 166. Anyone who said then “I’m too smart to buy into the market near an all-time high – I’ll wait for it to fall 10%” – is still waiting. It never fell 10%.

Sources of Return Dispersion in Alternative Risk Premia

ASG Research has identified eight sources of potential return dispersion across portfolios of risk premia strategies. A simulation analysis shows, returns can quite differ based on few alterations of these sources.

  • September 2, 2019
Loomis Sayles - Growth Equity Alpha Thesis 2019

Continuing to seek risk-adjusted excess returns.

  • July 10, 2019
Crisis or Correction?

Managing expectations for managed futures and crisis alpha.

Multi-Factor Portfolios: A New Factor?

Limits of the static approach: Assessing the value added of a multi-factor portfolio from a performance-agnostic point of view.

  • April 30, 2019
Buy & Maintain

Understanding Loomis Sayles' approach for investment grade corporates

  • April 17, 2019
Passive is Good for Active

Passive investing may not be all that bad for active management.

Active Share

How passive is your active manager?

  • September 12, 2016
How to Assess How Active a Portfolio Is?

Not all high active share managers are created equal.

Active vs Passive: A False Argument

Neither active, nor passive, factor investing equity strategy is an alternative to conventional stock-picking strategies.

  • July 1, 2015