Momentum: A Practitioner’s Guide (S&P Dow Jones Indices)
As an investment concept, momentum is straightforward—purchase (or avoid) stocks that have performed relatively…
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Inflation Redux? Real Solutions for Real Returns (AQR)
This article updates AQR’s earlier analysis on inflation sensitivities and inflation protection (published just…
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Adapting Active Fixed Income to a New Risk Regime (PGIM)
The drivers of excess return in fixed income have shifted from systematic risk premia to idiosyncratic selection.
Not All Quants Are Alike: Exploring Where Equity Alpha Comes From (Goldman Sachs AM)
Most quant strategies have performed well in recent years. Are they crowding into the same trades? High dispersion…
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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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