August's Most Thought-Provoking Research

Unveiling what the future holds for investors

With the number of macro risks on the rise, it is now more important than ever to stay on top of the bigger picture developments to find alpha-generating investments. Below you can find some of the latest insights into a range of pertinent issues, including machine learning, sustainable investing, and more.

Shining Light Into The Machine Learning Black Box (Man Group)

Portfolio performance attribution is crucial for understanding and trusting the investment process. Machine learning can help.

Parallels With The 70s: The Long And Winding Road Continues (Amundi)

For compliance reasons, this paper is NOT accessible in the United States

Are investors living through a replay of the same macroeconomic forces which shaped the 1970s? This in-depth podcast provides a surprising answer using the latest data.

The New Big Book Of Sustainable Investing (Robeco)

A commonly accepted definition of sustainability is meeting the needs of the present generation without compromising the ability of future generations to meet theirs.

A Higher Cost of Capital Going Forward? (BlackRock)

For compliance reasons, this paper is only accessible in the United States and Canada

The upward pressure on borrowing costs for leveraged loans has been significant, as coupons have moved higher in tandem with policy rates.

A Brief Analysis of Different Sustainability Indexes (UBS AM)

For investors with strong ESG preferences it is reasonable to ask: How much ESG exposure is achieved by tracking some of the most popular ESG indexes?

Why Canadian Real Estate Now? (Manulife IM)

For compliance reasons, this paper is only accessible in certain geographies

Economic growth drives real estate markets and, since 2015, the government of Canada has been making significant investments in its economy.

What Is Going On With Chinese Equities? (Invesco)

For compliance reasons, this paper is only accessible in certain geographies

China was widely expected to be one of the big global equity market stories in 2023 as the country suddenly abandoned three years of draconian pandemic restrictions.

Investing in U.S. Farmland (AcreTrader)

Farmland is a physical or hard asset that generates annual income, often a cash rent, and has the potential to appreciate over time.

Four Factors That Impact Yen-Dollar Exchange Rate (CME Group)

From 2008 to 2021, the difference between U.S. and Japanese rates was small, sometimes even close to zero. This has changed in recent months.

Converting Brown Offices to Green Apartments (NBER)

Climate change has led to upcoming regulations to reduce GHG emissions of buildings which, along with other factors, poses challenges to commercial real estate values.

FX Strategies: The Benefits of Double Diversification (Macrosynergy Research)

Double diversification means spreading the risk over different currency areas and plausible conceptual macro factors.