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Multi-Asset solutions

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1166504383
Article
8 min
Active management Macro and market Macro Thematic solutions Factor solutions Multi-Asset solutions Equity Multi-asset Article iStrat
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Archived pieces remain available on the site. Please consider the publish date while reading these older pieces.

Divergence isn’t just about central bank policy

Divergence has implications for investors —and central bank divergence is only one of five ways to think about it.

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By

Natasha Brook-Walters
Natasha Brook-Walters
event
8 min
Article
2025-06-30
Archived info
Archived pieces remain available on the site. Please consider the publish date while reading these older pieces.
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Article
Outlook Multi-asset iStrat Emerging Market Development Multi-Asset solutions Factor solutions Tactical allocation Strategic allocation Manager selection Thematic exposure Article
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Archived pieces remain available on the site. Please consider the publish date while reading these older pieces.

Multi-Asset Market Outlook

To help think through the asset allocation outlook and implications for 2023, we offer views from iStrat, our investment strategy and solutions group

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Multiple authors

event
Article
2024-12-31
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Archived pieces remain available on the site. Please consider the publish date while reading these older pieces.
961043500
Whitepaper
Portfolio construction Risk management Multi-asset iStrat Whitepaper Strategic allocation Multi-Asset solutions Liquid alternatives & hedge funds
Archived info
Archived pieces remain available on the site. Please consider the publish date while reading these older pieces.

The alpha equation: Balancing active risk sources in multi-asset portfolios

Members of our iStrat Team share their research on the process of deciding how much active risk to take at the asset class and security levels in pursuit of alpha objectives. They also offer a step-by-step framework for implementing the research findings.

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By

Alex King
Alex King, CFA
Nick Samouilhan
Nick Samouilhan, PhD, CFA, FRM
event
Whitepaper
2024-05-04
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Archived pieces remain available on the site. Please consider the publish date while reading these older pieces.
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