Risk and Portfolio Construction

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U.S. Stock–Bond Correlation: What are the macroeconomic drivers? (PGIM, 2021)

US stock-bond correlation, which plays an important role in institutional portfolio construction, has been persistently negative for the last 20y. This negative correlation allows stocks and bonds…

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PGIM

16 Jun 2021

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Daily Market Update – 03 Aug 2021 (WisdomTree Investments)

From WisdomTree, a daily update of key market metrics and insights.

Portfolio Protection Strategies: A magic formula for risk-averse investors? (Berenberg, 2021)

The stock market crash caused by the outbreak of the Covid-19 pandemic has raised the call for professional risk management in order to limit extreme losses. It is well known that there are no…

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The Relationship Between U.S. Stocks and Bonds (Special Report, 2021)

Technical Analysis Chart Pack (MetLife IM, Apr 2021)

The Role of Cryptocurrencies in Investor Portfolios (State Street, 2021)

Top-Down Portfolio Implications of Climate Change (QMA, 2021)

Generating Alpha in Fixed Income Portfolios (Special Report, 2021)

Constructing ESG Portfolios With Non-ESG Data (Intech, 2021)

Constructing ESG Portfolios With Non-ESG Data (Intech, 2021)

Bursting the Bubble: Rationality in a seemingly irrational market (CFA Institute Research Foundation, 2021)

THINK EQuilibrium: 2021 Global Institutional Investor Study (Nuveen)

Pension Plans’ Top Priority: Optimising portfolio construction (Nuveen, 2021)

Retirement Income: Allocations and Spending Strategies (Dimensional Fund Advisors, 2021)

Private Equity Fund Cashflow Forecasts: A pragmatic approach (SimCorp, 2021)

TOP NEWS AND BLOGS

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Can You Capture ESG Outcomes with Non-ESG Data?

Getting Your EAFE Allocation Back on Track Starts with Just Three Screens

Utilities are struggling to keep the lights on as fires, drought plague California

The Bond that Works When Rates Rise

Cryptocurrencies don't yet pose a threat to financial stability, Bank of England's Cunliffe says

Solving for More Efficient ESG Applications

Top Blogs for the First Half of 2021

“Transitory” is Always Instructive When it Comes to Market Risk

Traditional Uses of Commodities in a Diversified Portfolio

Why tether, the world’s third-biggest cryptocurrency, has got economists worried