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11 月 2017
|
Opportunities and risks

Quantitative equity investing: A differentiated approach to alpha, risk, and...

Authors: Mike McElroy, CFA, ...

We believe that successful quantitative investing depends on a fully integrated process, which includes alpha generation, risk modeling, and portfolio construction. Weakness in any of these areas can...

 
11 月 2017
|
Opportunities and risks

Vital signs: Long/short opportunities in the health care sector

Authors: Jean Hynes, CFA, ...

Structural changes in health care are creating myriad opportunities for long/short investors. Powerful demographic trends are boosting demand and driving volume growth; an impressive pace of innovation is...

File under: Desire for upside, fear of downside: Can alternatives help?

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11 月 2017
|
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Investment Stepping Stones

作者: Adam Berger, CFA

Ideas to help narrow the return gap Today, institutional investors find themselves between a rock and a hard place. Their return targets remain relatively high, yet long-term return expectations for the...

File under: Constructive thinking on active allocations

 
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10 月 2017
|
Portfolio policy
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Evolve your tactical asset allocation by redefining TAA

Authors: Mark Lynch, ...

Tactical asset allocation (TAA ) strategies have long sought to deliver equity-like returns without the market risk of a pure equity allocation. However, such strategies have enjoyed mixed success, which has...

File under: Constructive thinking on active allocations

More Insight

10 月 2017
| Long/short investing in financials: Tapping into an industry renaissance

10 月 2017
| W_lock Staying power: Tapping the value of unconventional stability

10 月 2017
| Monthly Market Snapshot: September 2017

10 月 2017
| Shaping bond allocations to hedge equity risk: Think carry, not just correlation

10 月 2017
| Multi-Asset Outlook — Tick tock till tapering?

10 月 2017
| Global Economic Outlook — The Fed and China should not derail the global recovery

10 月 2017
| Global ESG research update — Getting ahead of ESG risks: Assessing management preparedness

10 月 2017
| Financial Market Review: Third quarter 2017

10 月 2017
| Asset Allocation Forum: The art & science of investing

10 月 2017
| Picking up speed: Logistics opportunities in emerging markets

9月 2017
| China looms large over the future of Asian health care

9月 2017
| What should we do about climate change?

9月 2017
| W_lock Investable innovation: Tracking remarkable biopharmaceutical advances

9月 2017
| W_lock Global equities: Engineering a disciplined approach to quality growth

9月 2017
| W_lock Can dividend-paying companies weather increased rate uncertainty?

9月 2017
| Fed announces balance sheet runoff; leaves rates unchanged

9月 2017
| Strong cyclical outlook for emerging markets

9月 2017
| W_lock Factors and risk premia: Coming to terms with the differences and the investment implications

9月 2017
| Featured Publications eBook, 2017 volume 1

9月 2017
| It’s still crunch time in Washington, DC: How will markets respond?

9月 2017
| Monthly Market Snapshot: August 2017

9月 2017
| Wellington 360

9月 2017
| An index isn’t a fiduciary — and six other concerns about the push for passive

8 月 2017
| What's happening with LIBOR — and why you should care

8 月 2017
| The new case for emerging markets

7 月 2017
| The long and short of the tech sector: Key trends driving alpha opportunities

7 月 2017
| Electronic trading takes off in bond markets and at Wellington: What this means for our clients

7 月 2017
| Good reads: Books we're enjoying

7 月 2017
| W_lock Global high yield: Strategic strengths, expanding opportunities

7 月 2017
| W_lock Insiders out: Why index owners may be getting less of the "good stuff"

7 月 2017
| Global Economic Outlook — The reflation theme takes a breather

7 月 2017
| Global ESG Research Update — A new era for carbon risk assessment and disclosure

7 月 2017
| Equity perspectives: A tour of regional opportunities

7 月 2017
| Fixed Income Outlook — Central bank balance sheets and impact on asset prices

7 月 2017
| Financial Market Review: Second quarter 2017

7 月 2017
| W_lock The consumer sector: Tailor-made for beta-neutral long/short investing

7 月 2017
| China A-shares: Index inclusion points the way forward

6 月 2017
| Multi-Asset Outlook — New info, new strategies for the second half

6 月 2017
| Understanding water: Where the investment risks and opportunities are

6 月 2017
| On the cusp of an epic tech cycle?

6 月 2017
| Tip of the iceberg? Iceland's opportunities are just starting to surface

6 月 2017
| Catching the turn in Japanese equities

6 月 2017
| W_lock What's in store for US retail?

6 月 2017
| W_lock End of risk-off? What the turning tide means for contrarians

6 月 2017
| Managing risk in an unconstrained fixed income strategy

6 月 2017
| W_lock 2017 EM Summit video highlights

五月 2017
| W_lock Emerging markets: Uncovering opportunities for our clients

五月 2017
| Correlation and dispersion: Return of the stock picker's market?

五月 2017
| Charging toward a lower-carbon economy

五月 2017
| W_lock Making fixed income work harder

五月 2017
| W_lock Maximizing total return in fixed income: The three key ingredients

五月 2017
| W_lock Emerging local debt: Ready for takeoff

五月 2017
| W_lock The case for higher-quality short-duration high yield

五月 2017
| W_lock US Treasury Inflation-Protected Securities: Why active?

五月 2017
| Some certainty for European markets (for a change): Are equities still a buy?

五月 2017
| US taxable municipal bonds: A primer

4 月 2017
| W_lock China's online revolution: Structural tailwinds for EM digital companies

4 月 2017
| Global ESG Research Update — Toward best practice in stewardship and governance

4 月 2017
| Bank loans: 25 years and growing

4 月 2017
| Growth outliers, creative disruption, and coiled springs: 3 themes for a post-beta world

4 月 2017
| Why convertible bonds? Why now?

4 月 2017
| Video highlights from our 2017 Compliance and Risk Management Forum

3 月 2017
| With uncertainty so high, why is market volatility so low?

3 月 2017
| Modi's latest victory should be positive for India

3 月 2017
| Emerging resiliency: A closer look at attractive opportunities in EMs

3 月 2017
| W_lock The renewed case for absolute return fixed income: From challenges to opportunities

3 月 2017
| W_lock Getting the infrastructure in place

2 月 2017
| Mankind's first good forecast

2 月 2017
| W_lock Enduring assets: When the steak matters more than the sizzle

2 月 2017
| W_lock Downside risk management: Theory in practice

2 月 2017
| Do bonds diversify equity risk?

2 月 2017
| Powerful, fast, and more secure: Shifting to the cloud

2 月 2017
| Do you know where your equity revenues are coming from?

2 月 2017
| W_lock Maximizing the diversification benefits of emerging markets equities

2 月 2017
| W_lock Featured Publications eBook, 2016 volume 2

2 月 2017
| The last smart beta webcast

1 月 2017
| W_lock Equity long/short funds: Are the good times gone or does skill still matter?

1 月 2017
| The future of health care investing

1 月 2017
| Emerging markets corporate debt: Attractive opportunities for investment-grade risk

1 月 2017
| Narrowing the return gap: 10 steps in the right direction

1 月 2017
| Update on Latin America

1 月 2017
| Hidden duration in equities

1 月 2017
| Annual message from our CEO: What's on your reading list?

1 月 2017
| Reweighting portfolios for a reflating world

1 月 2017
| W_lock Is downside risk management still important? A post US election addendum

12 月 2016
| W_lock Real Assets Investment Breakfast

12 月 2016
| 2017 Investment Outlook

12 月 2016
| Low rates and high volatility: Navigating the perfect storm in currencies

12 月 2016
| India's bold moves: Investment implications of recent reforms

12 月 2016
| A new era of populism, politics, and policy: Implications for investors

12 月 2016
| W_lock Opportunistic Inflation Sensitive Bond: A new approach to hedging inflation risk

12 月 2016
| Japan: Corporate reforms starting to bear fruit

12 月 2016
| Japanese companies: Reshaping for enduring competitiveness

12 月 2016
| W_lock ALTA: Understanding the role of fundamental alpha

12 月 2016
| Trump win boosts Bank of Japan policy prospects

12 月 2016
| Guide to impact investing

11 月 2016
| W_lock Harnessing the power of yieldcos: An asymmetric opportunity?

11 月 2016
| W_lock Customizing the pension liability hedge: A balancing act

11 月 2016
| W_lock Finding dividends in unexpected places

11 月 2016
| W_lock The systematic pursuit of absolute return

11 月 2016
| Highlights from our emerging markets women's luncheon

11 月 2016
| Implications of a deglobalizing world

11 月 2016
| W_lock Learning to love EM again: An unconstrained, thematic approach

11 月 2016
| On China: Rebalancing the economy

11 月 2016
| On China: Debt dynamics

11 月 2016
| On China: The black box of politics

11 月 2016
| Addressing today's return challenge head-on

11 月 2016
| W_lock Overcoming negative yields: How currency hedging can turn a negative into a positive

11 月 2016
| W_lock China: Slowing growth, rising opportunity

10 月 2016
| W_lock Managing capacity in pursuit of sustainable alpha

10 月 2016
| W_lock Solid state: Why the commodities rally is here to stay

10 月 2016
| W_lock Reflections on 16 years of opportunistic investing

10 月 2016
| W_lock What's next? Finding portfolio ideas in a world of mixed signals

10 月 2016
| W_lock Do exchange-traded funds make sense for insurance investors?

9月 2016
| W_lock Anchors away? Beware the "lower for longer" consensus trade

9月 2016
| W_lock Is downside risk management still important? An update seven years later

9月 2016
| W_lock Emerging markets research: A bottom-up approach to the pursuit of consistent alpha

9月 2016
| W_lock Impact of the Single Security on MBS investors

9月 2016
| W_lock Emerging market equities: Time to rethink your exposure?

9月 2016
| W_lock Emerging local debt: Turning the corner

9月 2016
| W_lock ALTA: Understanding the role of traditional beta

9月 2016
| W_lock Declining ratings, longer duration in US investment-grade corporate bonds: How investors should respond

9月 2016
| W_lock The rise in US LIBOR: What does it mean for investors?

9月 2016
| W_lock Constructing a corporate bond liability-hedging portfolio: A global perspective

9月 2016
| W_lock Managing currency within client portfolios: A primer

8 月 2016
| W_lock Social impact: Invest in the world you want to live in

8 月 2016
| W_lock The hedge fund headache and the core alts cure

8 月 2016
| W_lock "Where's the beef?!" Investment ideas for growth-starved investors

8 月 2016
| W_lock Answering the challenge of factor timing

8 月 2016
| W_lock CLOs: Don’t let the initials scare you off

8 月 2016
| W_lock Asia tech: The eye of the next technology superstorm

8 月 2016
| W_lock Beyond the headlines: What’s really going on with health care

8 月 2016
| W_lock Power shift: Why utilities will run more like Uber and Airbnb

8 月 2016
| W_lock ALTA: Understanding the role of alternative risk premia

8 月 2016
| W_lock Automotive technology: On the fast track

8 月 2016
| W_lock Global Strategic Sovereign: A distinctive approach to government bond investing

7 月 2016
| W_lock Great (capital markets) expectations: Strategies for meeting return targets using public equities

7 月 2016
| W_lock A deeper dive on ALTA: Strategy, objectives, and building blocks

6 月 2016
| W_lock REITs’ GICS reclassification: What really matters for investors

6 月 2016
| W_lock Emerging markets: Follow the wallet

6 月 2016
| W_lock Equity long/short: Are your shorts delivering alpha?

6 月 2016
| W_lock Buckling under hedge fund pressure? Core alternatives can help

6 月 2016
| W_lock The case for ALTA

五月 2016
| W_lock From the top: A fresh approach to generating alpha in emerging market equities

五月 2016
| W_lock Highlights from our 2016 Roundtable for Family Offices, Endowments, and Foundations

五月 2016
| W_lock Treating the world: Opportunities in emerging markets health care

五月 2016
| W_lock Generating income: A three-pillar framework

五月 2016
| W_lock Anticipating a company's return-on-capital trajectory

五月 2016
| W_lock Funded-ratio volatility management: Navigating the perfect storm

五月 2016
| W_lock A liquidity-conscious investment framework for corporate pension plans

五月 2016
| W_lock A marathon, not a sprint: Assessing the current buying opportunity for enduring assets

五月 2016
| W_lock Market Matters: Relief from recession risk

五月 2016
| W_lock Faster, cheaper, better: The future of markets and trading

4 月 2016
| W_lock The advent of new energy

4 月 2016
| W_lock The last smart-beta paper you’ll ever (have to) read: Nuggets of hope beneath the hype

4 月 2016
| W_lock Watch the World: The age of uncertainty

3 月 2016
| W_lock What is the likelihood of US oil production meaningfully declining in 2016?

3 月 2016
| W_lock How should investors think about the role of diversification when they consider out-of-favor assets?

3 月 2016
| W_lock Entering a new era of counterparty risk management

3 月 2016
| W_lock Smoothing the lumps: Thoughts on mitigating the risks of lump-sum pension payments

3 月 2016
| W_lock Value realization in Japan: Seeking structural opportunities in a changing environment

3 月 2016
| W_lock Japan and China: What next for these two Asian giants?

3 月 2016
| W_lock Building better betas eBook

3 月 2016
| W_lock Alternatives 3.0: A risk-based approach to improving performance

3 月 2016
| W_lock Sustainable corporate bond investing — without compromising returns

3 月 2016
| W_lock Negative yields: A race to the bottom?

3 月 2016
| W_lock Rethinking alpha transport: Tapping the potential and avoiding the pitfalls

3 月 2016
| W_lock A smarter beta for emerging local debt

2 月 2016
| W_lock Tactical advisory: A new model for the investment management relationship

2 月 2016
| W_lock The US economy: Growing downside risks

2 月 2016
| W_lock Growing pains: Why the recent volatility in health care shouldn’t last

2 月 2016
| W_lock Diversified research strategies: An active equity approach for DC plans

2 月 2016
| W_lock US credit market outlook 2016

2 月 2016
| Japan: The "blood-red supermoon" of investing:

1 月 2016
| W_lock Market Matters: Stick to quality in 2016

1 月 2016
| W_lock Six reasons why commodities are attractive

1 月 2016
| W_lock After seven years of plenty, where are we now in the US credit cycle?

1 月 2016
| W_lock The big squeeze: Why the oil market could remain tight in 2016

1 月 2016
| W_lock Key global themes for insurers in 2016

12 月 2015
| W_lock A currency investor's thoughts on dog walking, cruise control, and surviving a heart attack

12 月 2015
| W_lock ETFs, trading rules, and unintended consequences: Is US equity-market structure in need of repair?

12 月 2015
| W_lock Watch the World: The Brexit question

12 月 2015
| W_lock Investment Outlook 2016: Drawing on our marketplace of ideas

12 月 2015
| W_lock Corporate bond-market liquidity: Don’t be distracted by negative dealer inventory data

12 月 2015
| W_lock Measuring security-level liquidity: A new tool for fixed income portfolios

12 月 2015
| W_lock Guarding against inflation complacency

12 月 2015
| W_lock Technology tailwinds are here to stay

12 月 2015
| W_lock Redefining “long term”: Four capital market trends for the next 20 years

11 月 2015
| W_lock Shifting winds reshape credit-sector opportunities

11 月 2015
| W_lock Factor-based “smart beta”: A short guide to some practical issues

11 月 2015
| W_lock Long-term value apparent in MBS, but not time to buy just yet

11 月 2015
| W_lock Strategic European Equity: In search of structural winners

11 月 2015
| W_lock The hallmarks of a successful strategic partnership

11 月 2015
| W_lock How would CoCos have performed in the global financial crisis?

11 月 2015
| W_lock Fixed income in a slow-growth world: Right-sizing your duration

11 月 2015
| W_lock Abenomics, Kurodanomics, and the 2016 outlook for Japan

11 月 2015
| W_lock Market Matters: Disruptive economy: China in motion

10 月 2015
| W_lock The case for quant: Why systematic investing fits the emerging market opportunity

10 月 2015
| W_lock Take two: Adding active allocations to the conventional corporate DB glidepath

10 月 2015
| W_lock Understanding and exploiting risk-factor outliers

10 月 2015
| W_lock The future of global health care

9月 2015
| W_lock China A-shares: A differentiated and compelling opportunity

9月 2015
| W_lock Earnings acceleration: Exploiting cognitive biases that can lead to stock mispricing

9月 2015
| W_lock Empirical duration: A better measure of rate and spread risk for unconstrained fixed income strategies

8 月 2015
| W_lock Built to last: Potential advantages of REITS relative to private real estate

8 月 2015
| W_lock Alternative approaches to fixed income: An evaluation framework for bond investors

8 月 2015
| W_lock No dividend, no problem: Why nondividend payers are attractive today

8 月 2015
| W_lock Capital allocation: The unsung hero of value creation

7 月 2015
| W_lock Doing well by doing good: Why sustainability delivers a double bottom line

7 月 2015
| W_lock Multi-asset managed risk: An alternatives framework for evolving institutional portfolios

7 月 2015
| W_lock Six reasons to stay active in fixed income

7 月 2015
| W_lock Fixed income trading in the era of liquidity shortages

7 月 2015
| W_lock Want to hedge your currency exposure? Wait for a window

6 月 2015
| W_lock Asset allocation and rising rates: What can we learn from the past?

五月 2015
| LiEF: The Liquidity Evaluation Framework

五月 2015
| W_lock Inroads to innovation: Revolution and evolution in biopharma

五月 2015
| W_lock Think Function, Not Form 2.0: Putting asset allocation assumptions to the test

4 月 2015
| W_lock What makes for an effective unconstrained bond manager?

4 月 2015
| W_lock Everything low but the upside: A contrarian-value investment approach

4 月 2015
| W_lock Five reasons to own US core fixed income — even if rates are rising (sponsored article)

3 月 2015
| W_lock Insight into the agency MBS Credit Risk Transfer program

3 月 2015
| W_lock Beyond gross exposure: Better risk metrics for a leveraged portfolio

3 月 2015
| W_lock Trend-following momentum investing: Attractive and underutilized

3 月 2015
| W_lock The regulatory approach to bank debt continues to evolve

3 月 2015
| W_lock Breaking the fever: Investing in health care cost reduction

3 月 2015
| W_lock (Re)risky business: Ideas for improving pension funding after the fall

3 月 2015
| W_lock From hero to zero and beyond: Investment implications of negative yields

1 月 2015
| W_lock Inside our Morning Meetings

1 月 2015
| W_lock Opportunity knocks: The case for CoCos

12 月 2014
| W_lock The evolution of corporate bond liquidity: The good, the bad, and the ugly (sponsored article)

12 月 2014
| W_lock Five reasons to own US core fixed income — even if rates are rising

12 月 2014
| W_lock Smart beta, alternative beta, and factor investing: New paradigm or clever repackaging of old ideas?

11 月 2014
| W_lock Uncommon skill: The case for sector-specific stock picking

9月 2014
| W_lock Quantitative enhanced indexing: “Shorting” without the shorts and other advantages

9月 2014
| W_lock Hedge fund investing after seven lean years

9月 2014
| W_lock Sovereign savvy: Building a better global government bond benchmark

9月 2014
| W_lock Asset allocation analysis for insurers

8 月 2014
| W_lock Capital cycles: A tool for uncovering alpha?

8 月 2014
| W_lock Comparing credit risk and equity risk

7 月 2014
| W_lock Japan's improving capital management: From value to value realization

7 月 2014
| W_lock The evolution of corporate bond liquidity: The good, the bad, and the ugly

6 月 2014
| W_lock Developing a derisking glidepath and end-state portfolio: Best practices for corporate plans

6 月 2014
| W_lock Managing risk in multi-asset portfolios: Four priorities for the new model

五月 2014
| W_lock High-frequency trading: Boon, bane, or something in between?

4 月 2014
| W_lock Enhancing returns from operating cash

4 月 2014
| W_lock Investing in Rule 144A securities

4 月 2014
| W_lock Bridging the active/passive divide: A risk-based perspective

4 月 2014
| W_lock Against the grain: Practical approaches to contrarian investing

3 月 2014
| ESG integration philosophy

3 月 2014
| W_lock Small caps writ large: The expanding global opportunity set

3 月 2014
| W_lock Patient, heal thyself: The exciting new frontier of cancer immunotherapy

2 月 2014
| W_lock MBS primer

2 月 2014
| W_lock Rising rates: A headwind for low-volatility equities?

1 月 2014
| W_lock A better way to benchmark fixed income portfolios

12 月 2013
| W_lock Is parity passé? A better way to balance risk

10 月 2013
| W_lock A blueprint for better target-date portfolios

10 月 2013
| W_lock Low-volatility equity investing: From theory to practice

8 月 2013
| W_lock Untapped opportunities in a pension’s return-seeking portfolio

8 月 2013
| W_lock The value of value in emerging markets: A sustainable edge?

五月 2013
| W_lock Confronting the risk-parity bugaboos: Leverage, derivatives, and counterparty risk

4 月 2013
| W_lock Structuring multi-manager investments for DC plans

3 月 2013
| W_lock Surviving a perfect interest-rate storm: Risk-parity lessons from 1994

3 月 2013
| W_lock Enduring assets: Combining sustainable returns with inflation protection

11 月 2012
| W_lock Rebalance when? Guess again!

11 月 2012
| W_lock Analyzing asset sensitivity to economic regimes

11 月 2012
| W_lock The cyclical nature and changing role of active management

10 月 2012
| W_lock Structuring multi-manager equity portfolios: A new framework for a risk-driven world

4 月 2012
| W_lock LDI in a twisted world: Funding risk revisited

12 月 2011
| W_lock Do ROAs still matter? Pension insights for 2012 and beyond

11 月 2011
| W_lock Think function, not form

4 月 2011
| W_lock Active share: Predicting alpha and risk

五月 2010
| W_lock A new risk model for today's volatile markets

8 月 2009
| W_lock Is downside risk management still important?