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Uncovering the true guardians of the environment

Uncovering the true guardians of the environment

🕔17:48, 30.aug 2019

Investing to protect the planet's natural resources requires a deep understanding of industry's ecological footprint. Our environmental strategy has a model for that.  

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As Cycle Matures, Investors Are Becoming Choosier

As Cycle Matures, Investors Are Becoming Choosier

🕔18:26, 27.aug 2019

Strategist’s Corner  In brief ■ Companies are pulling multiple non-core levers to maintain margins, but investors are becoming increasingly wary. ■ Avoiding companies with unsustainably high margins is key. ■ While the real economy is better positioned than in the

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Strike the Right Balance in Multi-Factor Strategy Design

Strike the Right Balance in Multi-Factor Strategy Design

🕔12:04, 18.jun 2019

1. Our analysis examines combinations of six factors (value, low beta, profitability, investment, momentum, and size) in simple long-only, investable portfolios that reflect real-world strategies. Based on our research, these six factors produce a substantial diversification benefit across return drivers.

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50 terms every sustainable investor should understand

50 terms every sustainable investor should understand

🕔14:04, 11.jun 2019

Sustainability, once a fringe consideration, has become a core concern for many investors. The impact companies have on the world – from climate change through to the treatment of employees – is making headlines every day. Those that adapt should

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OK, Sell in May…But What About Today? Investing in an Increasingly Volatile Market

OK, Sell in May…But What About Today? Investing in an Increasingly Volatile Market

🕔17:02, 4.jun 2019

Strategy Espresso On 1 May, investors in US equities were celebrating. The S&P 500 had more than recovered all of the losses from last year’s Q4 sell-off to reach a new all-time high of 2,954. The CBOE Volatility Index (“VIX”), widely accepted

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Multi-Asset Solutions Weekly Strategy Report

Multi-Asset Solutions Weekly Strategy Report

🕔13:02, 4.jun 2019

This year’s rally in risk assets came to a screeching halt in May, derailed at first by the collapse of U.S.–China trade negotiations. It was thought that a deal could emerge during the first week of the month. Instead, the

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Economic and Strategy Viewpoint

Economic and Strategy Viewpoint

🕔13:02, 4.jun 2019

The headline growth numbers in our latest forecasts have not changed significantly since our last update in February. However, these have been boosted by a good start to the year with Q1 GDP beating expectations in the US, eurozone, UK,

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“Hard work never brings fatgue. It brings satsfacton.”

“Hard work never brings fatgue. It brings satsfacton.”

🕔15:02, 15.mei 2019

Verkiezingen worden wel het feest van de democrate genoemd. In India hebben ze dat goed begrepen. De 17e natonale verkiezingen sinds de onafankelijkheid van Groot-Britannië duren maar liefst van 11 april tot 19 mei. Op 23 mei wordt de uitslag

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Relationship alpha: the emerging competitive advantage in wealth management

Relationship alpha: the emerging competitive advantage in wealth management

🕔13:02, 15.mei 2019

The new measure of relationship alpha (a) can result in a more profitable wealth management firm with higher client retention and greater success in growing assets. CFA Institute publishes a rich trove of material on wealth management and professional standards.

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Stop worrying about your portfolio

Stop worrying about your portfolio

🕔17:02, 14.mei 2019

Investors have a tendency to focus on the characteristics of their portfolios almost to the exclusion of other factors that will lead to success or failure for the larger objective that the portfolio is intended to serve. By taking into

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You Can’t Always Trend When You Want

You Can’t Always Trend When You Want

🕔17:02, 8.mei 2019

Trend-following strategies have gone through a significant drawdown recently and delivered lower returns in the current decade compared to their multi-decade history.2 Managed futures investors are naturally wondering if something has changed and whether the strategy can deliver better returns

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Economic and Strategy Viewpoint

Economic and Strategy Viewpoint

🕔15:02, 8.mei 2019

With equity markets strengthening and the Fed on hold there is talk of a surge, or melt-up in markets. Signs of economic recovery, low inflation and easier central bank policy in Europe and Asia reinforce the Goldilocks narrative. Macro headwinds

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Equity Market Ceiling or the Beginning of a Rally?

Equity Market Ceiling or the Beginning of a Rally?

🕔17:02, 7.mei 2019

Strategy Espresso Markets have rallied but we haven’t seen investors go back into equities. Indeed, European-domiciled ETF flows show that fixed income was still the favoured asset class in April with $4.5 billion of inflows versus $820 million out of equity. Year to

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How Smart Beta Strategies Work in the Chinese Market

How Smart Beta Strategies Work in the Chinese Market

🕔11:02, 24.apr 2019

All the risk factors delivered absolute and risk-adjusted quintile return spreads, with the low volatility, value, and high dividend portfolios generating the highest risk-adjusted return spreads. All the Chinese factor indices offered by S&P DJI, except the momentum index, generated

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Risk & Reward

Risk & Reward

🕔15:03, 17.apr 2019

Central banks have used different types of forward guidance, where the forward guidance horizon is related to a state contingency, a calendar date or left open-ended. This paper reports cross-country evidence on the impact of these different types of forward

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Central banks have used different types of forward guidance, where the forward guidance horizon is related to a state contingency, a calendar date or left open-ended. This paper reports cross-country evidence on the impact of these different types of forward guidance on the sensitivity of bond yields to macroeconomic news, and on forecaster disagreement about the future path of interest rates. We show that forward guidance mutes the response to macroeconomic news in general, but that calendar-based forward guidance with a short horizon counterintuitively raises it. Using a model where agents learn from market signals, we show that the release of more precise public information about future rates lowers the informativeness of market signals and, as a consequence, may increase uncertainty and amplify the reaction of expectations to macroeconomic news. However, when the increase in precision of public information is sufficiently large, uncertainty is unambiguously reduced.

Central banks have used different types of forward guidance, where the forward guidance horizon is related to a state contingency, a calendar date or left open-ended. This paper reports cross-country evidence on the impact of these different types of forward guidance on the sensitivity of bond yields to macroeconomic news, and on forecaster disagreement about the future path of interest rates. We show that forward guidance mutes the response to macroeconomic news in general, but that calendar-based forward guidance with a short horizon counterintuitively raises it. Using a model where agents learn from market signals, we show that the release of more precise public information about future rates lowers the informativeness of market signals and, as a consequence, may increase uncertainty and amplify the reaction of expectations to macroeconomic news. However, when the increase in precision of public information is sufficiently large, uncertainty is unambiguously reduced.

🕔15:03, 17.apr 2019

Risk & Reward Central banks have used different types of forward guidance, where the forward guidance horizon is related to a state contingency, a calendar date or left open-ended. This paper reports cross-country evidence on the impact of these different

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SPIVA® Europe Scorecard

SPIVA® Europe Scorecard

🕔13:02, 17.apr 2019

S&P Dow Jones Indices has been the de facto scorekeeper of the ongoing active versus passive debate since the first publication of the S&P Indices Versus Active Funds (SPIVA) U.S. Scorecard in 2002. The SPIVA Europe Scorecard measures the performance

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Who is on the other side?

Who is on the other side?

🕔19:02, 16.apr 2019

Being successful as an active investment manager requires seeking, finding, and capitalizing on inefficiencies in the market. Markets cannot be perfectly efficient because there are costs to gathering information and reflecting it in prices. Some forces push prices toward efficiency.

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Impact investing: the devil is in the detai

Impact investing: the devil is in the detai

🕔13:02, 16.apr 2019

Gaining attention since the 1960s, following protests against the Vietnam War and becoming more widespread following a broadcast of the TV-show Zembla (March 2007) on investments of Dutch pension funds in companies associated with the production of land mines and

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How to increase the odds of owning the few stocks that drive returns

How to increase the odds of owning the few stocks that drive returns

🕔17:02, 10.apr 2019

Some investment strategists advocate concentrated, “best ideas” portfolios as the surest path to equity market outperformance. The premise is obvious: When a portfolio consists only of a manager’s best ideas, returns are undiluted by second-best or lesser ideas. But the

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In Search of Yield? Euro High Yield Could Be the Answer

In Search of Yield? Euro High Yield Could Be the Answer

🕔15:03, 10.apr 2019

Strategy Espresso The European high yield market has continued to rally following a challenging end to 2018. In this week’s Espresso we highlight some key reasons for the recovery and why we foresee continued near-term support for the asset class. In

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What, Exactly, Is a Factor?

What, Exactly, Is a Factor?

🕔13:02, 10.apr 2019

What, Exactly, Is a Factor1 ? According to BlackRock, as of June 2018 there was $1.9 trillion invested in factor-based strategies—a figure expected to grow by nearly 80% to $3.4 trillion by 20222 . There is no question that these

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2019 the state of risk oversight

2019 the state of risk oversight

🕔16:51, 4.apr 2019

As business leaders manage the ever-changing economic, political, and technological landscape they face a significantly magnified exposure to risk and uncertainty. This creates a highly complex portfolio of potential risks that, if managed poorly, can lead to lost opportunities that

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Index Dashboard: S&P Europe 350® Factor Indices

Index Dashboard: S&P Europe 350® Factor Indices

🕔11:02, 4.apr 2019

Index Investment Strategy European equities got off to a strong start in 2019, as the first quarter of 2019 began with a bullish bounce, recovering from the late 2018 pullback. The S&P Europe 350 gained 13% in Q1. All of

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Index Dashboard: S&P Europe 350® Factor Indices

Index Dashboard: S&P Europe 350® Factor Indices

🕔11:02, 4.apr 2019

Index Investment Strategy European equities got off to a strong start in 2019, as the first quarter of 2019 began with a bullish bounce, recovering from the late 2018 pullback. The S&P Europe 350 gained 13% in Q1. All of

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Asset Allocation Consensus September

Twitter

The integration of #ESG criteria often has a greater impact for emerging countries. Find out why in an interview with our expert #Karine_Jesiolowski (via @allnews_ch).

Low interest rates drive housing market -> https://t.co/XjhuRim2P7 #Interest #mortgages via @ABNAMROeconomen

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