From Models to Markets: A Conversation with Kenneth Blay
uttu Kenneth Blay, Head of Research-Global Thought Leadership at Invesco, brings a unique perspective to investment research, drawing from…
Investment
Climate Risk and the Future of US Commercial Real Estate
Introduction The imperatives of climate change demand enhanced risk management in the commercial real estate (CRE) loan market:…
How to Build Better Low Volatility Equity Strategies
The Role of Low Volatility Strategies in Investment Portfolios Low volatility equity strategies appeal to investors for many…
Decoupling Correlations: Global Markets since COVID-19
Correlations between world stock markets began to increase in the 1970s. This trend endured for nearly a half…
A More Robust Macro Risk Targeting Strategy for Equities
Investors who want to target exposure to macroeconomic risks in their equity investments can enhance the robustness of…
The Unspoken Conflict of Interest at the Heart of Investment Consulting
Mark J. Higgins, CFA, CFP, is the author of Investing in U.S. Financial History: Understanding the Past to…
Monte Carlo Simulations: Forecasting Folly?
Introduction The Shanghai Stock Exchange Composite Index (SSE) was booming in early 2015, and as it soared, legions…
Bad Ideas: Why Active Equity Funds Invest in Them and Five Ways to Avoid Them
How many attractive stock ideas does Naomi, an institutional active equity fund manager, have at any one time?…
ESG Investing and the Popularity Asset Pricing Model (PAPM)
Thomas M. Idzorek, CFA, is the author of “Personalized Multiple Account Portfolio Optimization,” for the Financial Analysts Journal,…
It’s Not Always the Economy: Five Questions to Gauge Financial Markets
Last year was humbling for economists and investment strategists alike. It began with an “imminent” recession and ended…