Alternative credit investments often have features that make them a valuable addition to a portfolio. The bespoke nature of these transactions highlights idiosyncratic risk, making these investments less sensitive to broader macro risks. Their illiquidity can be an advantage because it can make them less prone to panic…
Explore strategies for improving transition finance disclosure and mitigating risks in this report for investors, asset managers, corporations, and policymakers
Each chapter of this handbook takes you on a well-guided tour of the development and application of specific AI, big data techniques, and how they are being used by asset managers.
No doubt the past year has been difficult for equity income investors. But history, inherent biases, mean reversion, and the current market backdrop point to a comeback.
In this paper, the authors discuss how regulations to enhance transparency are evolving and suggest how investors can make effective use of the data available to them.
A simple analysis shows that Robert Shiller's cyclically adjusted price-to-earnings ratio changed in the 1990s and that mean-reversion concerns may be misplaced.
For active management to acquire sufficient alpha to eclipse passive, a paradigm shift driven by new technologies and new methods is required. That's where Ensemble Active Management (EAM) comes in.
Hundreds of articles, in the top academic journals alone, haveintroduced new factors that may deliver higher returns or improve portfolio risk attributes.