Private equity (PE) is not the only game in town for institutional investors seeking exposure to emerging companies with significant potential for growth.
With a similar historic return profile to PE, the current market environment may be pointing towards an allocation to micro cap stocks. Find out why.
Read More
Alternative investment strategies have historically been used only by the most sophisticated market participants, such as institutional investors and hedge funds. Liquid alternative strategies however could give market participants better access to alternative investments.
This Special Report reviews common liquid…
Read More
-
Nuveen
- |
- 17 Nov 2022|
- Paper|
-
21 Pages
The impact investing market has seen tremendous growth and evolution in recent years. The opportunity to make a meaningful impact alongside investment return is understandably attractive to prospective investors.
This Special Report considers what can be learnt from an insurance approach to impact investing. Key…
Read More
Private capital can be vital in meeting net zero emissions goals. This includes infrastructure debt which can be an attractive way for investors to achieve their long-term return and income objectives and at the same time, help finance the assets needed urgently to support the transition to a low-carbon economy.
Read More
-
Invesco
- |
- 16 Oct 2023|
- Paper|
-
16 Pages
Invesco Investment Solutions develops capital market assumptions (CMAs) that provide long-term estimates for the behaviour of major asset classes globally. The assumptions, which are based on a 10-year investment time horizon, are intended to guide strategic asset allocations.
Read More
Debt and demographic restraints on the global economy and the deepening U.S.-China rivalry may subdue equity returns while rising interest rates should support above-average bond performance, especially compared to the past 10 years. Download our Capital Market Assumptions 10-Year Outlook: 2024 Edition to explore our return…
Read More
Can Generative Adversarial Networks (GANs) forecast financial time-series data? Milena Vuletić Postgraduate Student at the Oxford-Man Institute of Quantitative Finance shares her research findings.
Read More
-
Amundi
- |
- 15 Apr 2024|
- Paper|
-
48 Pages
Explore key highlights and return forecasts for the next decade: impact of climate delays, AI gains, and valuations on asset class profiles.
Read More
Across a diverse set of global equities and multiple market capitalizations, we conducted an analysis of 32 distinct long-only factors, including momentum, value, growth, quality, and the market. Notably, momentum demonstrated exceptional performance, surpassing the respective market return in 100% of the samples.…
Read More
-
Robeco
- |
- 02 Feb 2024|
- Paper|
-
25 Pages
While portfolio construction approaches have most often been considered two-dimensional (incorporating risk and return), investing has historically been a multi-dimensional endeavor, with sustainability the latest addition to multi-objective investing. This research paper introduces a multi-objective investment framework and…
Read More
Higher for longer’ interest rates mean global real estate markets are negotiating a new paradigm. Investors can no longer rely on value growth to drive performance, but could other return drivers compensate? We explore the stand-out opportunities and potential traps that need to be factored in.
Read More
-
Invesco
- |
- 16 Oct 2023|
- Paper|
-
16 Pages
Invesco Investment Solutions develops capital market assumptions (CMAs) that provide long-term estimates for the behaviour of major asset classes globally. The assumptions, which are based on a 10-year investment time horizon, are intended to guide strategic asset allocations.
Read More
-
Qontigo
- |
- 04 Oct 2023|
- Paper|
-
15 Pages
This paper lies at the intersection of quantitative analysis and probability theory. Using top- level ex-ante metrics, Axioma first provide a framework for classifying the nature of the investment opportunity provided by a portfolio within the context of portfolio selection. They then propose a framework for risk budgeting…
Read More
Income can play a crucial role in the pursuit of investment objectives over time, but research from our iStrat Team argues for a balanced approach to asset allocation decisions given the potential trade-offs between income and capital return, risk, and portfolio diversification.
Read More
-
Intech
- |
- 07 Jul 2023|
- Paper|
-
13 Pages
With lower expectations for return-seeking assets, investors seek diversification and risk mitigation strategies that don’t compromise growth potential.
Traditional equity mandates can be rigid, and adjusting positions to meet this goal can be challenging, but integrating a modest alternatives allocation provides…
Read More
-
PGIM
- |
- 11 Jun 2021|
- Paper|
-
1 Page
In 1952, the American economist Harry Markowitz published a paper titled 'Portfolio Selection’. In it, he introduced the concept of "the efficient frontier" which he described as a collection of portfolios that contain the highest returns for a given amount of risk. The paper later gave rise to Modern…
Read More
Bruce Feibel of State Street provides a primer that covers vital aspects of the alternative investment performance measurement process. Analysts need to carefully consider, and sometimes modify, the return calculations, ex post risk measurement, and performance presentation methods used in traditional investment performance…
Read More
Vanguard researchers present a framework to help investors choose the most efficient rebalancing method in terms of risk, return, and costs.
Read More
We expect the economy to ‘normalise’ over the coming years and revert to a situation of under-consumption and under-investment, pushing inflation down to central bank target levels in the U.S. and the UK or lower in Japan and the eurozone. Risk-adjusted returns for a euro-based investor are likely to be modest over the next…
Read More
-
Aurum
- |
- 06 Feb 2024|
- Paper|
-
40 Pages
Aurum's 2023 hedge fund industry deep dive is now available, providing insights and analysis on industry performance, dispersion, asset flows and fees. Five-year asset-weighted net performance (CAR) for hedge funds now stands at 6.5%, comfortably outperforming bonds (-0.4%) but underperforming equities (+9.4%) from a total…
Read More
Showing 1000 of 1135 results - please use the search filters to refine your results.