Volatility cycles of value stocks
This MSCI research examines the volatility cycle of value stocks, shedding light on the changes in relative contributions of value and non-value portfolios to total risk.
Conflict in Iran: Investors mute the noise but inflation risk grows
Investors are watching conflict in the Middle East closely as inflationary pressures begin to build beneath the surface. One of the challenges for many investors is reduced exposure to the hedging benefits of fossil fuels in listed, and private markets.
Sort content by
Momentum in Japan works well: Asness
By studying value and momentum in Japan as a system, because they are strongly negatively correlated, this paper by AQR’s Cliff Asness argues that despite popular belief, momentum “works quite well” in Japan.
Sustainable Investing: Positioning for Long-Term Success
Increased awareness of environmental, social and governance (ESG) concerns is influencing the investment decisions of institutional investors more and more. Leveraging preliminary findings of new research by State Street Global Advisors, we examine the momentum behind this trend and the opportunities emerging in a rapidly shifting landscape. Click here to download the report
Dutch look ambitiously beyond DB funds
As the social partners in the Netherlands debate the future of the pension system, Amanda White spoke with chief institutional business and deputy CEO at PGGM, Else Bos, about the preferred reform outcome which may be a move towards a “defined ambition” structure, as well as PGGM’s vision of retirement provision which moves beyond just
NZ quake fund skates on very thin reserves
New Zealand’s earthquake disaster relief fund could be completely drained following the fatal 6.3 quake that flattened large swathes of central Christchurch on February 22.
Bureaucrats must be targeted on climate change: Mercer
Institutional investors need to get more serious in their engagement with policy makers by targeting specific people in environment departments and defining an action plan to tackle climate change risk, according to global head of research, responsible investment at Mercer, Danyelle Guyatt.
Risk