Videos
Global Stock Selection Modeling and Efficient Portfolio Construction and Management Stock selection models often use analysts’ expectations, momentum, and fundamental data. The authors found support for composite modeling using these sources of data for global stocks from 1997 through 2011. |
---|
R2 and the Benefits of Multiple-Fund Portfolios Recent research shows superior performance by those equity funds that differ the most from their benchmarks. Existing studies, however, have not examined important questions about risk. |
---|
LDI: Reducing Downside Risk with Global Bonds Erin explores the use of currency-hedge global bonds in liability-driven investment portfolios. |
---|
Understanding Style Premia Four investment “styles”—Value, Momentum, Carry, and Defensive—have emerged as compelling sources of alternative returns, backed by economic theory and decades of data across geographies and asset groups. |
---|
The Small-Country Effect Small Markets Beat Large Markets Michael makes the case for equal weighting markets. |
---|
Risk Budgeting with Asset Class and Risk Class Approaches |
---|