Adding Alpha in EM: Rethinking the Source of Edge (PGIM)
Emerging markets are increasingly fragmented, with rising dispersion shifting alpha opportunities from country…
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The State of AI Alpha (Milos Maricic)
Milos Maricic examines how AI is reshaping alpha generation, portfolio risk, and institutional due diligence.
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On Volatility-Managed Portfolios: The Role of Conditional Factor Correlations
Out of the nine volatility-managed equity factors employed by Moreira and Muir (2017), only three (momentum, ROE,…
When Do Anomalies Deserve Capital? Macro-Regime Memory and Dynamic Cross-Sectional Factor Allocation
This paper studies when characteristic-based return predictors deserve capital. A broad anomaly panel is organized…
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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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