The first of a two-part series by AQR provides some analysis for investors deciding how to position a portfolio for various inflationary environments, and clarifies some misconceptions about inflation, and inflation-linked assets. The second paper will discuss the potential risks and rewards of holding various assets during distinct economic environments. Inflation in 2010 and Beyond (pdf)
Research
Inflation considerations for asset allocation
Research
ADIA sets up ADIA Labs in another boost to tech capabilities
ADIA is setting up ADIA Labs in another boost to its tech capabilities. Focussing on data science, AI, machine learning and quantum computing, the research unit will help inform global trends set to drive returns in the future like the transition, blockchain, financial inclusion or space.
Sarah RundellOctober 20, 2022
FIS - Chicago
Kotkin: The risks of investing in China; Ukraine’s battle ahead
Stephen Kotkin, the John P Birkelund Professor in History and International Affairs, Princeton University, cites the many risks of investing in China.
Sarah RundellJune 2, 2022
Sustainability Cambridge - April 2022
Net zero alignment: Assign portfolio managers strict carbon budgets
A new paper outlines how investors can align their portfolio to science-based carbon budgets consistent with 1.5 degrees of warming.
Sarah RundellMay 5, 2022
Research
The five characteristics of a future portfolio: CAIA
The traditional 60/40 portfolio allocation is no longer enough. The opportunity for alpha is not gone, but the low-hanging fruit has long been harvested, and the path toward higher absolute returns has gotten far more nuanced according to a new report from the Chartered Alternative Investment Analyst (CAIA)
Sarah RundellApril 5, 2022
Uncategorised posts
Limited talent pool hits diversity
Asset owners increasingly encourage their asset managers to improve diversity, but both owners and managers report the need to grow diverse talent coming into the investment industry, according to recent research.
Sarah RundellDecember 13, 2021
Research
Finance model says Biden will win
Joe Biden will win the US election according to a technique used in finance to predict factor returns and the correlation of stock and bond returns. The technique, outlined in an MIT working paper, correctly predicted the past five elections, including 2016.
Amanda WhiteOctober 30, 2020
Asset Classes
Alternative PE vehicles underperform
Alternative private equity vehicles underperform the associated main fund, new research from Harvard's Josh Lerner and MIT's Antoinette Schoar has shown for the first time - but skilled limited partners flip the script.
Amanda WhiteAugust 22, 2018
