Continuing to Seek Risk-Adjusted Excess Returns.
Managing Expectations for Managed Futures and Crisis Alpha.
The outlook for fixed income and equity market performance looks favorable. That said, risk asset valuations currently reflect a fairly benign macroeconomic environment.
How computing power can extract alpha from complex ESG data
Going into 2019, trend following strategies are positioned for potential change.
The case for investing in U.S. large-cap stocks is encountering scepticism.
A wave of extreme digitisation is disrupting companies’ business models.
An in-depth assessment of retirement in the world.
"Put-write" strategies have nearly kept pace with U.S. equities, but with fewer drawdowns
Ostrum AM focuses on stockpicking and avoids market "noise".
Seeking Risk-Adjusted Excess Returns
The carbon footprint of the major equity indices exceeds the +2°C objective of the Paris Climate Agreement (COP 21).
Overlay and Minimum Variance, two strategies to hedge its equity portfolio against volatility.
Institutional investors embrace risk in pursuit of better returns and yield, finds Natixis Global Asset Management Survey.
Passive investing may not be all that bad for active management.
Insurers need innovative investment strategies in response to regulation and low yields.
How passive is your active manager?
Q&A with Dr. Andrew Lo.
Vaughan Nelson insight.
Improved assessment of carbon impact could spur ESG investment and drive innovation.
With the rise of artificial intelligence, nanotechnologies and genomics, we are at the dawn of a period of intense technological progress in life sciences.
Seeking to respond to rapid shifts in markets while reducing risk.
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.