Quant and Tools - Articles & White Papers

Private assets such as private equity and private debt have come to the fore as a viable alternative for investors looking for returns that were not available in public markets. Investing in private assets may involve concessions on the liquidity of the investments, but their illiquidity premium and the breadth of the asset…

The focus of the paper is on the environmental footprint of commodities and the incorporation of environmental metrics into transparent, rules-based commodity indices.

This white paper is the fourth in a five-paper series. It introduces a radical new perspective on equities, thinking of them as one would of any high-end consumer good. This change in perspective enables us to demonstrate that income inequality is a hidden driver of equity prices, and also allows us to…

Generative models like GPT have the potential to transform the asset management industry, creating new possibilities and challenges. What are the implications for asset management, and how can the models best be approached?

Institutional investors and their consultants regularly partner with Northern Trust Asset Management and leverage its risk-aware, quantitative investing expertise gained over two decades to provide them with a distinct analysis offering insight on why portfolios haven’t delivered on expected outcomes. Over the past six years…

When looking for a strategy to perform best at the extreme ends of market returns, investors often turn to guaranteed but expensive put and call options to provide convex returns. The multi-asset nature of trend-following helps provide much-needed diversification to a tail hedging strategy – not least in an environment where…

The current scale, growth and complexity of private capital is truly unprecedented - and is radically altering the investment opportunities and challenges facing institutional investors.

From concerns about digital currency volatility, to how the crypto market’s correction and consolidation is helping accelerate regulation and innovation in the digital space, get the key takeaways from our latest Digital Digest.

As investors seek to navigate an unprecedented market regime, BlackRock sees private market investments as well suited to the task.

Featured Papers and Interviews with Industry Thought Leaders

Over the past century, the global economy has transitioned from being dominated by agriculture and manufacturing to being powered primarily by services. Services now represent three-quarters of the workforce in developed markets and generate two-thirds of…

Asset allocation and portfolio construction are considered to be the main determinants of investment risk and returns for investors. The challenge for asset managers has always been finding an optimal asset allocation that meets both investors’ risk and reward requirements. Asset allocation methods have developed and…

The financial system as investors have known it for many decades is dealing with a new reality of negative interest rates and yields. Behind this phenomenon lie many factors and their consequences that are important for every financial professional to understand. In a levered financial system, central banks globally have had…