This strategy seeks attractive long-term opportunities through a highly collaborative best-ideas approach grounded in fundamental research.
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.
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.
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.
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.
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.
Taking human judgement out of equity portfolios can help investors stay ahead of market reversals.
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.
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%.
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.
Continuing to seek risk-adjusted excess returns.
Managing expectations for managed futures and crisis alpha.
Understanding Loomis Sayles' approach for investment grade corporates
Passive investing may not be all that bad for active management.
How passive is your active manager?
Not all high active share managers are created equal.
Neither active, nor passive, factor investing equity strategy is an alternative to conventional stock-picking strategies.