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Tag "white paper"

Risk and Premium –  A Tale of Value

Risk and Premium – A Tale of Value

🕔18:26, 9.Sep 2019

White Paper Introduction Whatever price multiple of which you are a fan, whichever sectors you exclude, however you neutralize your exposures, whether you equal-weight or cap-weight, one thing remains true: cheap stocks have had an unhappy decade.1 In some cases

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The Survivability of the Euro

The Survivability of the Euro

🕔18:05, 9.Sep 2019

Part I: Reform, Relevance and Robustness The Survivability of the Euro, the second white paper in our Future of Europe series, offers a framework for assessing efforts begun in the past decade to strengthen the euro. The paper is presented

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Long-term investment planning that reflects changing market conditions

Long-term investment planning that reflects changing market conditions

🕔14:28, 3.Sep 2019

White paper Whether an investor is an individual looking to provide for spending during retirement, a pension fund looking to provide future benefits to participants, or an institution looking to provide a long-term stream of operating funds, a central goal

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Demystifying Illiquid Assets: Expected Returns for Private Equity

Demystifying Illiquid Assets: Expected Returns for Private Equity

🕔17:47, 19.Jul 2019

 Executive Summary The growing interest in private equity means that allocators must carefully evaluate its risk and return. The challenge is that modeling private equity is not straightforward due to a lack of good quality data and artificially smooth returns.

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An Introduction to Libra

An Introduction to Libra

🕔13:02, 2.Jul 2019

Libra’s mission is to enable a simple global currency and financial infrastructure that empowers billions of people. This document outlines our plans for a new decentralized blockchain, a low-volatility cryptocurrency, and a smart contract platform that together aim to create

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Dissecting hypes

Dissecting hypes

🕔17:02, 13.Jun 2019

What can we learn from historic examples?  This white paper uses internet search data to dissect and analyse hypes. we explain Trendmarks’ vision and mission with the use of internet search data. we briefly dive into the definition of a

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How and Why to Invest in a Climate Change Strategy

How and Why to Invest in a Climate Change Strategy

🕔15:02, 22.Apr 2019

Introduction Hurricanes, typhoons, droughts, wildfires, and other extreme weather events are causing record damage. Increasingly, climate change is impacting the economy and our daily lives and has come into focus as an existential threat to the world as we know

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How and Why to Invest in a Climate Change Strategy

How and Why to Invest in a Climate Change Strategy

🕔15:02, 22.Apr 2019

Introduction Hurricanes, typhoons, droughts, wildfires, and other extreme weather events are causing record damage. Increasingly, climate change is impacting the economy and our daily lives and has come into focus as an existential threat to the world as we know

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The Modern Dilemma Balancing Short- and Long-Term Business

The Modern Dilemma Balancing Short- and Long-Term Business

🕔15:25, 8.Apr 2019

White paper: The Modern Dilemma  Over the past year, the World Economic Forum’s Investors team, in conjunction with Baker McKenzie, interviewed a number of chief executives, IBC Chairpersons and Community of Chairperson (CoC) members, and surveyed legal requirements in a number

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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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Factor Momentum Everywhere

Factor Momentum Everywhere

🕔13:03, 3.Apr 2019

Price momentum is most commonly understood as a phenomenon in which assets that recently enjoyed high (low) returns relative to others are more likely to experience high (low) returns in the future. It is customarily implemented as a cross-sectional trading

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Why earnings matter

Why earnings matter

🕔01:01, 21.Mar 2019

Reaffirming the philosophy that underpins our investment process Rosenberg Equities’ core investment belief is that earnings matter. Why? Because we believe that future earnings and fundamentals ultimately drive share prices. We seek to capitalise on this by building what we

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Total factor productivity growth = totally fictitious pretentious garbage

Total factor productivity growth = totally fictitious pretentious garbage

🕔14:00, 12.Mar 2019

Economists often seem to obsess about productivity. The stagnation of growth and incomes is often blamed on poor productivity growth. In particular, the “declining growth of total factor productivity…a measure of innovation” is the subject of much angst and hand

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White Paper: The glide path less traveled

White Paper: The glide path less traveled

🕔06:19, 9.Mar 2019

A critical examination of assumptions, outcomes, and glide path specification This paper defines key assumptions, derived from empirical data, to deliver highly accurate and representative simulations of participant outcomes. The paper constructs an alternative glide path design that we believe

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Constrained Risk Budgeting Portfolios

Constrained Risk Budgeting Portfolios

🕔08:10, 21.Feb 2019

Working Paper This article develops the theory of risk budgeting portfolios, when we would like to impose weight constraints. It appears that the mathematical problem is more complex than the traditional risk budgeting problem. The formulation of the optimization program

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Anticipating the bust: a new cyclical systemic risk indicator to assess the likelihood and severity of financial crises

Anticipating the bust: a new cyclical systemic risk indicator to assess the likelihood and severity of financial crises

🕔14:25, 14.Feb 2019

Occasional Paper Series This paper presents a tractable, transparent and broad-based domestic cyclical systemic risk indicator (d-SRI) that captures risks stemming from domestic credit, real estate markets, asset prices, and external imbalances. The d-SRI increases on average several years before

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Implementation considerations for defensive strategies

Implementation considerations for defensive strategies

🕔13:02, 14.Feb 2019

With the increased availability of non-cap-weighted indexes, investors can now make more efficient allocation decisions by more precisely mapping their investment goals and constraints to the strategies used to build their portfolios. This requires a deep understanding of their investment

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ESG for EMD: Toward Best Practice

ESG for EMD: Toward Best Practice

🕔17:03, 30.Jan 2019

Our Emerging Markets Debt team has been analyzing ESG indicators for sovereigns for eight years, and started working with Sustainalytics five years ago to build ESG coverage of its corporates universe. During that time, it has continually enhanced its ESG

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White paper: Diversity of Thought and the Search for Best Ideas

White paper: Diversity of Thought and the Search for Best Ideas

🕔04:02, 25.Jan 2019

Summary The concept of “best ideas” is well understood in an investment context, but it is seldom grasped with such clarity in a broader organisational setting. We ask how a process of distillation and refinement might be used in decision-making

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White paper: Diversity of Thought and the Search for Best Ideas

White paper: Diversity of Thought and the Search for Best Ideas

🕔04:02, 23.Jan 2019

The concept of “best ideas” is well understood in an investment context, but it is seldom grasped with such clarity in a broader organisational setting. We ask how a process of distillation and refinement might be used in decision-making and

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The Alpha and Beta of ESG investing

The Alpha and Beta of ESG investing

🕔14:04, 16.Jan 2019

Interest in ESG investing has grown incontestably in recent years. This study covers the analysis of the risk-return profile of ESG as a selection strategy on global developed markets, and the integration effects of ESG in an index-linked management process.

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Risk & Reward

Risk & Reward

🕔11:03, 16.Jan 2019

In this paper we propose a commodity strategy that incorporates cross-sectional factors grounded in the rich research available on commodity futures pricing. Over the period studied, the strategy exhibited an attractive return profile with no significant correlation to general commodity

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Risk & Reward

Risk & Reward

🕔11:03, 16.Jan 2019

In this paper we propose a commodity strategy that incorporates cross-sectional factors grounded in the rich research available on commodity futures pricing. Over the period studied, the strategy exhibited an attractive return profile with no significant correlation to general commodity

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The Late Cycle Lament: The Dual Economy, Minsky Moments, and Other Concerns

The Late Cycle Lament: The Dual Economy, Minsky Moments, and Other Concerns

🕔13:04, 31.Dec 2018

White Paper Overoptimism and overconfidence are two well-known psychological traits of our species. They are particularly dangerous in the late stages of an economic cycle where these terrible twins result in investors overestimating return and underestimating risk – a potentially

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A Bridge between Classical and Behavioral Finance

A Bridge between Classical and Behavioral Finance

🕔15:02, 19.Dec 2018

Why does value investing work? Why do other factor strategies work? For that matter, why does any active strategy—meaning, any strategy other than capitalization-weighted indexing—“work” in the sense of having a reasonable chance of beating the cap-weighted index other than

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