This paper by Yale School of Management Professors, Roger Ibbotson and Zhiwu Chen, shows that liquidity, as measured by stock turnover or trading volume, is an economically significant and distinct investment style, and introduces and examines the performance of several portfolio strategies.Liquidity.pdf
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Liquidity as an investment style
liquidity investment style, Roger Ibbotson, Yale School, Zhiwu Chen
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Combating geopolitical and economic headwinds by going global in fixed income
Growing economic and geopolitical uncertainty, amidst volatile trade policies and turbulent foreign relations, requires asset owners to rethink their core fixed income allocation and take a more global view to beef up the resilience and robustness of their broader portfolio.
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