Unpacking one of our key mental models around investing and managing risk.

In this piece we explore the core considerations of factor investing and how quantitative and dynamic multi-factor frameworks can help investors navigate changing market environments.

Small-cap stocks have experienced a historic rotation in response to recent macro jolts.

LSEG’s macroeconomic experts discuss divergence and dispersion—where impact has been most significant, and trends being seen today.

European markets are rapidly evolving. In the latest episode of WellSaid, portfolio manager Dirk Enderlein joins host Thomas Mucha to discuss how long/short investors can potentially make the most of the changes.

Our expert Mark Kritzman explains how dynamic time warping can help investors with practical insights for better decision-making.

We believe positive differences between emerging and developed markets present investors with opportunities.

The idea that the typical investment portfolio can be constructed with a 60% allocation to equities and a 40% exposure to bonds has paid off for number of decades, with very few exceptions. Last year happened to be one of those exceptions: the diversification effect broke down spectacularly, and the so-called 60-40 portfolio…

Carmine De Franco, Head of Quantitative Equity Portfolio Management, and Andrew Craig, Co-head of the Investment Insights Centre, explore the advantages of quantitative investing as a source of diverse elements of performance.

Alberto Rossi, Professor of Finance, at Georgetown University McDonough School of Business explains how the right balance of human and algorithmic engagement empowers investors to become more effective.

Clay is joined by Aswath Damodaran to discuss his new book, The Corporate Life Cycle. Aswath Damodaran is a professor at NYU of corporate finance and valuation and has taught thousands of students how to value companies and pick stocks.

Today’s guest is Andrew Chen, a Principal Economist at the Federal Reserve Board. In this episode, Andrew delves into the intricacies of meta-research and asset pricing, focusing on cross-sectional asset pricing predictors, replication, and out-of-sample performance in factor investing.

Join Mike Wallberg, CFA, and Ken Laudan, portfolio manager of Buffalo Fund's Blue Chip Growth Fund, for a thought-provoking discussion on the future of AI in investing.

Mark Rutherford, Co-Manager of the Canadian large-cap equity strategy, discusses the current investment landscape in Canada, highlighting the wide dispersion in sector performance and the impact of central bank policies.

Experts in biomechatronics are developing innovations that can help people move more freely, as well as speed up rehabilitation processes.

Mega-cap technology giants have embarked on an ‘arms race’, spending billions of dollars, as they compete for a slice of the rapidly expanding market for artificial intelligence-related products and services.

If there is a lesson that I learned from the 2008 market crisis, it is that market crises almost always play out as big changes in the price of risk. In keeping with that lesson, I have been updating my implied equity risk premiums for the S&P 500 every month, and my country risk premiums twice a year.

Capital Group political economist Talha Khan shares his views on the political shifts taking place across Europe. He also discusses the upcoming U.S. Presidential election and its potential impact on Europe, as well as the tangible concerns of political risk that investors now face.

In this episode Rob Arnott, Founder of Research Associates, discusses the growth/value valuation gap, inflation, the US fiscal deficit, Nvidia's record-breaking valuation, and more!

Since the birth of quant investing, there’s been a steady rise in the number of factors that researchers claim can explain alpha. But it turns out that 15 factors are enough to capture most of the drivers of equity market returns.