We examine asset class and factor premiums across inflationary regimes. As periods of
deflation, high inflation, and especially stagflation are relatively uncommon in recent history …

Inflation-sensitive investors who have an explicit goal of hedging inflation in the short to
medium term cannot rely on traditional portfolio optimization to achieve their desired inflation …

Inflation risk poses a significant challenge to strategic asset allocators and is forcing many to
reevaluate the suite of quantitative tools they use. In particular, standard simulation methods …

The article focuses on a webinar held in October 2022, discussing multi-asset strategies.
Topics covered include the roles of risk allocation and factors in multi-asset portfolios, the …