Risk
Monetary Policy Outlook Lifts Volatility Expectations
Gateway’s Chief Investment Strategist explains why higher implied volatility doesn’t necessarily imply persistently falling equity markets.
- September 27, 2022
- D. David Jilek
Gateway’s Chief Investment Strategist examines the historical relationship between equity market volatility levels and recessions.
- August 18, 2022
- D. David Jilek
A New Era? Volatility and Market Performance Since 1960
Gateway’s Chief Investment Strategist analyzes six decades of stock and bond returns, providing historical context for the first six months of 2022.
- July 21, 2022
- D. David Jilek
Rare Trend in US Stock Market Volatility Index
Gateway’s Chief Investment Strategist examines whether today’s stock market volatility is a sign of resiliency or a precursor to the next bear market.
- June 28, 2022
- D. David Jilek
Quantifying Turbulence in Trend Following
The authors examine historical periods of high turbulence and classify their driving forces to gain a better understanding of these extreme events.
What Russia's Reach into Ukraine May Mean for Markets
Potential impact on global markets, oil prices, inflation, and other risk factors of Putin’s moves are analyzed by our market and macroeconomic experts.
Sharpe-Weighting: An Alternative Portfolio Construction Technique
Weighting portfolio assets based on their Sharpe ratios may be a good alternative to mean-variance optimization to help optimize risk efficiency.
- January 18, 2022
Portfolio Defense: Value, Growth, or Neither?
Analysis of 20-year returns suggests that sector diversification may be a more effective defensive strategy than favoring growth or value equity styles.
Managing Risk: Implications of China’s Regulatory Changes
China’s rollout of regulations, especially for internet firms, is analyzed through a risk management lens by Portfolio Manager Eric Liu at Harris Associates.
Using Factor Analysis to Build Better Portfolios
Identifying a portfolio’s risk factors – the underlying investment exposures that drive returns – is a critical step in the asset allocation process.
- October 20, 2021
- Mark J. Cintolo - Sean Kaukas
2020 Global Survey of Financial Professionals
Results from the 2020 Global Survey of Financial Professionals reveal optimistic growth goals and the opportunity for professionals to recalibrate strategy and rethink business models.
2019 Institutional Survey Part II
Institutions face an environment without precedent in global politics, finance and economics. They are developing creative solutions to navigate it, drawing on a wider variety of assets and resources than ever to pursue their investment mandates.
Welcome to the Meh Market
After a first half run-up, our market strategists think rate cuts are already priced in, leaving little to get excited about in the second half of 2019.
Top Concerns for Professional Fund Buyers in 2018
With the return of market volatility, professional fund buyers reveal their top concerns–and how they plan to meet their goals despite them.