Risks Related to Nonbank Mortgage Lending in the United States

Nonbank lenders now dominate the US mortgage market for loans to low-income families guaranteed by the federal government. They are heavily reliant on short-term funding and have only a slim cushion to weather a shock.

  • February 3, 2020
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
The Five Myths of “Illiquids”

How UK Defined Contribution (“DC”) schemes can overcome the misconceptions that stop them offering investments with superior risk-return potential.