With both stocks and bonds recording losses in 2022, the 60-40 portfolio delivered its worst annual performance since the global financial crisis. What does a positive correlation between stocks and bonds mean for the future of portfolio construction? In this webinar, Noah Weisberger, Managing Director in PGIM’s…

As many question the future of growth investing, Baillie Gifford’s Dave Bujnowski explores the new engines powering progress.

During periods of sustained price rises in equities, we see tremendous market interest in measuring the "frothiness" of prices, both for the market overall as well as for individual sectors and countries. Robin Greenwood, George Gund Professor of Finance and Banking at Harvard Business School and academic partner…

Why ‘what if…?’ is the most vital question an investor can ask. Kirsty Gibson of Baillie Gifford’s US Equities Team explains.

Gene covers market efficiency, and its competing theories. Also discussed are inflation, cryptocurrencies, and the influence of machine learning.

Aswath Damodaran is a Professor of Finance. This podcast covers why inflation is such a dominant force in today's market, the importance of narrative when valuing companies, and his contrarian thoughts on the future of ESG.

Marija Veitmane and Yimou Andrew Li discuss the rules of fundamental and proprietary equity indicators.

Learn about our bottom-up approach to global growth investing, changes we’ve observed over the past 20 years, and where we see opportunities.

How do you measure the dividend risk premium on the S&P 500 and why does it make sense to track with an index? S&P DJI’s Michael Mell takes a custom look at indexing dividend futures with Metaurus Advisors’ Rick Silva, and Compass Point Financial’s Andrew Jones.

What investors can learn from the S-curves of technologies both old and new.

Professor Robert C. Merton is the Distinguished Professor of Finance at The Massachusetts Institute of Technology (MIT) Sloan School of Management and Professor Emeritus at Harvard University. He has a Ph.D. in Economics from MIT and is currently the Resident Scientist at Dimensional Fund Advisors. Professor Merton was…

To estimate the value of an equity in a company is difficult. It depends not only on future cash flows including new investments and changes in capital structure and dividends payouts, but also changing discount rates.

To estimate the value of an equity in a company is difficult. It depends not only on future cash flows including new investments and changes in capital structure and dividends payouts, but also changing discount rates.

How do investors figure out what a company is worth? (Especially in a higher inflationary and interest rate environment?)

Eastspring Investments explores the world of opportunities in innovative technologies from Asian companies.

Dr. Aswath Damodaran, professor of valuation and corporate finance at NYU Stern School of Business, who is a pioneer in the field of valuation explains how the intrinsic value of a stocks is its future cash flows discounted back to the present with a “discount rate,” which is the sum of a risk-free rate on a Treasury bond…

After suffering the worst start to a year since the inception of IG indices, Man Group is starting find better value within investment-grade markets. Valuations look more attractive and all-in yields have improved, which has created significant opportunities for active managers.

Jason Mitchell, Co-Head of Responsible Investment, Man Group talks to Prof. Mark J. Roe, Harvard Law School, about why market-driven short-termism isn’t the problem it’s purported to be.

It’s hard to unify the often disparate findings of stock momentum and reversal effects documented in literature. Many distinct sources of momentum and reversal coexist, short-term reversal has intensified post-2010 and winning sectors tend to crash more than winning factors. Marija Veitmane, Senior Macro Strategist for EMEA…

Momentum was a factor that many academics were very reluctant to embrace. On this podcast, Sheridan Titman Professor of Finance at the University of Texas, helped to change that with his 1993 paper 'Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency' that he co-wrote with Narasimhan…