The Strategic Power of Security-Selection Alpha (MFS)
MFS Investments expects alpha to play a larger role in fixed income returns going forward. While beta should…
Alpha Trading Strategies
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Hedging Tail Risk With Liquid Alternatives (Fidelity International)
In today’s world of geopolitical fragmentation, macro volatility is heightened and the range of plausible market…
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Measuring Equity Factor Uncertainty (Lappeenranta-Lahti University of Technology)
The author constructs a Factor Uncertainty Index (FUI), inspired by Jurado, Ludvigson, and Ng (2015), measuring…
Momentum and Reversal on the Short-Term Horizon: Evidence from Commodity Markets
This paper documents the coexistence of momentum and reversal on the short-term horizon. Utilizing unique…
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Where Active Management Can Add Meaningful Value
Across today’s markets, dispersion, shifting fundamentals, and rapid innovation are creating…
Realizing AI's transformative potential: The next phase of acceleration
The next phase of accelerationThis special report features two papers from Robeco. The first…
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Trump (again!), gimmie credit, and K-pop
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