Diversification
Investment Committee Overview
Learn about the investment committee that provides capital market views and asset allocation guidance for consulting clients and tactical model portfolios.
What’s in Your Index: Value vs. Growth
As company fundamentals and security valuations change, so do their factor profiles – and their membership and weights in growth and value indices.
3 Questions to Ask About Short Duration Bond Strategies
Discover 3 questions to ask regarding short duration bond strategies and learn how this approach may alleviate rising interest rate concerns.
Investing in Bank Loans: Beyond Interest Rate Expectations
How investing in bank loans may do more than protect portfolios against rising rates is explored by Loomis Sayles’ Bank Loan team.
High Yield Bonds and Loans: The Correlation Breakdown
What drives the relationship between bank loans and high yield bonds, and why it matters for fixed income investors is explored by Loomis Sayles.
Diversification? The Last Free Lunch is Getting Leaner
500 names in an index isn’t offering broad diversification today. That’s why maintaining factor diversification is key to Vaughan Nelson’s Select approach.
Macro Uncertainty and Managed Futures: Navigating the Extremes
Performance impact of market selloffs and rallies across asset classes and trend-following strategies is analyzed.
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
- Joseph Stein
Portfolio Rebalancing in Uncertain Times
Periodic rebalancing is necessary to maintain an investor’s target risk profile, but it’s important to understand the costs and benefits.
- January 6, 2022
- Joseph Stein
Equity Diversification for the Next Selloff
With their yields near all-time lows, Treasuries may no longer provide reliable diversification for equities in the next crisis. What else might work?
- December 20, 2021
- Mark J. Cintolo
Is the 60% Stocks / 40% Bonds Portfolio Really Dead?
With interest rates more likely to rise than fall, investors may want to revisit their bond allocations with an eye toward risk.
Valuations and Fundamentals: A Historical Perspective
While P/E ratios are still close to their historic highs, equities remain attractive when adjusting for interest rates and a different fundamental backdrop.
- December 9, 2021
- David T. Reilly
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
Direct Indexing Solutions for Tax-Efficient Diversification
Learn how a direct indexing strategy can help control the tax impact of diversifying a concentrated stock position.
Concerns and Expectations of Professional Fund Buyers for 2019
From market volatility to geopolitical uncertainty, see how professional fund buyers are facing the challenges of 2019, based on the 2018 Global Survey of Professional Fund Buyers.
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.
Institutional Investor Survey: Preparing for a Market Shift
Three ways institutional investors are preparing for a market shift – and how they plan to balance risk management with investment return.