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?
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."
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.
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
S&P Global Equity Indices Monthly Update March 2017
The difficulties associated with estimating equity duration do not detract from its importance in portfolio immunization, tactical asset allocation, and risk management.
Explore the potential opportunities and remaining challenges for green bonds as green finance investment instruments.
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.
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.
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.
In recent years, income-seeking market participants have shown increased interest in buy-write strategies that exchange upside potential for upfront option premium.
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.
S&P Global Equity Indices Monthly Update February 2017
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.
The S&P Target Date Scorecard provides performance comparisons, equal- and asset-weighted category averages, and analytics covering the target date fund (TDF) universe.
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.