Most popular and trending papers from Jan 2017
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Here is our list of the most popular and trending papers from January 2017:
Fundamentals of Efficient Factor Investing (FAJ, 2017)
This paper adapts traditional portfolio theory to more recent factor-based investing. It simulates optimal combinations of factor and security portfolios, using the largest 1,000 common stocks in the US equity market from 1968 to 2015.
The Valuation of Privately-Held Infrastructure Equity Investments (EDHEC)
This paper proposes a valuation framework for privately-held (and illiquid) assets such as infrastructure equity stakes.
2016 Asset Management Compensation (Johnson Associates)
This salary survey by Johnson Associates reveals that levels of pay in the fund management industry were on the decline in 2016. It provides other interesting insights.
UK Investment Management Salary Survey 2016 (Mason Blake)
This insightful report by Mason Blake looks into the UK investment management employment market. It reveals compensation levels across a variety of investment roles split by role and experience.
The Future of Monetary Policy (Credit Suisse, 2017)
This report considers the transformative changes central banks in developed economies have undergone since the global financial crisis. It concludes that the key issue for decision-makers remains the future direction of monetary policy.
A Case for Dividend Growth Strategies (S&P Dow Jones Indices)
This paper by S&P Dow Jones Indices takes a detailed look at dividend strategies. It makes the case for why market participants seeking potential outperformance and attractive yields should consider such a strategy.
Outlook for 2017: Paradigm Shift (KKR)
Donald Trump's election victory signalled a paradigm shift in the political and economic landscape. This paper discusses four key themes for investment strategists to consider.
Concerns regarding the new Fama-French 5-factor model (Robeco)
The Fama-French model was recently revamped. The new 5-factor model raises many questions discussed in this paper by Robeco.
Global Equities: Hope Trumping Reality? (T. Rowe Price, Jan 2017)
This paper by T. Rowe Price looks back at eventful year in the global politics. It considers some of the implications for the global economy and investment strategy in 2017.
CIO View: Outlook 2017 - A year of more surprises? (Deutsche Asset Management)
Events during the final months of 2016 have given investors much to ponder as they contemplate the year ahead. Deutsche Asset Management CIO, Stefan Kreuzkamp, addresses these and other questions in the CIO Outlook 2017.
Momentum: A Practitioner's Guide (S&P Dow Jones Indices, Jan 2017)
This paper by S&P Dow Jones Indices acts as a helpful guide to investors on Momentum.
Demystifying the Source of Large Alpha in Small Caps (QMA)
In a world where alpha can seem scarce, active small-cap managers continue to outperform their benchmarks at an impressive clip. But why? This paper by QMA Associates explores further.
Exchange Traded Funds (Swiss Finance Institute)
This paper by the Swiss Finance Institute explores Exchange Traded Funds - what they are and why they have become one of the most popular investment vehicles among retail and professional investors.
Financial Markets Regulatory Outlook 2017 (Deloitte)
This report by Deloitte delves into the challenges and opportunities arising from the key regulatory issues facing the financial services industry in 2017.
Top Risks 2017: The Geopolitical Recession (Ian Bremmer)
This 24-page paper explores the top geopolitical risks facing the world in 2017, and their effects on the global economy and investment.
Quality: A Practitioner's Guide (S&P Dow Jones Indices, Jan 2017)
Quality may seem like a relatively new concept for market participants that are already familiar with factors such as market risk, momentum, value, size, and growth. This paper acts as a helpful, introductory guide.
The Ten Surprises of 2017 - Market Commentary (by Byron Wien of Blackstone)
Here they are! Byron Wien's ten "surprises" of 2016. Byron is something of an institution in his own right. He first listed his "10 surprises" in 1986, when he was Morgan Stanley's Chief Investment Strategist.