results found: 194

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Apr 28 2017

Sector Showdown

Apr 28 2017

The Energy Effect

Apr 26 2017

The Merits and Methods of Multi-Factor Investing

Is it wise to rely solely on the performance of one factor or, if not, what multi-factor approaches could be considered and how effective are they?

Apr 24 2017

ESG’s Growing Global Impact: Spotlight on Japan

Research by ESG rating houses, academic institutions, and industry studies by Mercer (2007, 2009, 2015), Deutsche Bank (2012), and Morgan Stanley (2015) have provided empirical evidence that “investing in sustainability has usually met, and often exceeded, the performance of comparable traditional investments."

Apr 18 2017

How Safe Is Your Sector?

Explore an analysis of the required returns of stock and bond sectors to understand potential weighting opportunities within each asset class and to find the relative value between asset classes within each sector.

Apr 12 2017

Should Municipal Bonds be Considered “Core”?

In the current financial environment, the often misunderstood municipal bond market is not considered to be a “core” asset class by many investors, nor is it labeled as such by institutions offering financial products to investors

Apr 05 2017

S&P Global Equity Indices Monthly Update March 2017

S&P Global Equity Indices Monthly Update March 2017

Mar 24 2017

Applying Equity Duration to Pension Fund Asset Allocation: A Review of S&P 500® Duration

The difficulties associated with estimating equity duration do not detract from its importance in portfolio immunization, tactical asset allocation, and risk management.

Mar 23 2017

Aligning Impact and Income - The Next Generation of Green Bond Indices

Explore the potential opportunities and remaining challenges for green bonds as green finance investment instruments.

Mar 21 2017

Value and Momentum Strategies in Latin America

In this paper, we explore how a stylized, factor-based framework could be applied to equity markets in Latin America and whether performance can vary in different Latin American countries.

Mar 13 2017

Social Themes in Index-Based Investing: Human Capital

Environmental, social, and governance (ESG) as an investment theme has held some clout in the market for a while, but it continues to evolve as an asset class.

Mar 10 2017

Accessing China’s Growth via Dividends

The Chinese government appears to be committed to continuing structural reforms and supporting economic growth. Initiatives with these goals in mind are generally viewed as positive and may put China on a more sustainable growth trajectory in the long run.

Mar 06 2017

Seeking Income: Cash Flow Distribution Analysis of S&P 500® Buy-Write Strategies

In recent years, income-seeking market participants have shown increased interest in buy-write strategies that exchange upside potential for upfront option premium.

Mar 06 2017

Rethinking Longevity Risk: A Framework to Address the Tail End

Longevity risk in retirement has always been a serious concern, in that it is part of the ensemble of risks in planning for retirement readiness. In turn, retirement readiness is closely linked to the three critical aspects of retirement: funding, investment returns, and withdrawal of one’s retirement assets.

Mar 06 2017

S&P Global Equity Indices Monthly Update February 2017

S&P Global Equity Indices Monthly Update February 2017

Feb 28 2017

Persistence of Australian Active Funds

While comparing active funds against a benchmark index is a typical practice used to evaluate their performance, persistence is an additional test that reveals fund managers’ skills in different market environments.

Feb 23 2017

S&P Target Date Scorecard Year-End 2016

The S&P Target Date Scorecard provides performance comparisons, equal- and asset-weighted category averages, and analytics covering the target date fund (TDF) universe.

Feb 22 2017

Fleeting Alpha: Evidence From the SPIVA and Persistence Scorecards

One of the key measurements of successful active management is the ability of a manager to deliver consistent positive excess returns for some period, on a net-of-fees basis.

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