Reframing private-equity risk: a fundamentals-based perspective
When it comes to sizing private-equity allocations, a debate has emerged about the best "yardstick" for volatility. Our experts propose an approach that grounds risk assessments in fundamentals and supports a role-based allocation framework.
New directions in diversification: Four ideas for a shifting economy
Multi-Asset Strategist Adam Berger explains the growing need for a broader view of diversification and how hedge funds, defensive equities, and other assets could help.
Top of Mind: The allocator’s checklist for 2026 and beyond
Multi-Asset Strategist Adam Berger offers near- and longer-term ideas for allocators, including thoughts on alternatives, potential market surprises, and risk management.
The long and short (term) of markets
Head of Multi-Asset Strategy Adam Berger offers a four-part plan for short-term volatility and looks at the longer-term implications of shifting capital market expectations.
The allocator’s checklist for 2025 and beyond
Head of Multi-Asset Strategy Adam Berger offers near- and longer-term ideas for allocators, including thoughts on alternatives, potential market surprises, and risk management.
Managing currency exposure in multi-asset portfolios: how to weigh the trade-offs and impact
Nick Samouilhan, Head of Multi-Asset Strategy – APAC, evaluates the trade-offs of different currency hedging approaches and offers a novel framework for gauging their potential portfolio impact.
Rebalancing a multi-asset portfolio: A guide to the choices and trade-offs
Many investors wrestle with portfolio rebalancing decisions, particularly in volatile environments. In this paper, members of our Investment Strategy Team argue for a well-structured rebalancing policy and share research on different approaches and common implementation considerations.
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