Investment Strategies: Beyond traditional thinking
Time for a different approach?
It’s confusing out there. Which strategy is best? What do the latest market movements mean for your approach? One thing is for sure, change is constant – so it pays to understand your options. We serve up some of the most insightful recent content to help cut through the noise.
Beyond Fama-French: Alpha from short-term signals (Robeco, May 2022)
This study looks at the importance of short-term signals and whether they are overlooked too hastily in the search for alpha. Incorporating them may yield diversification benefits.
Yield Curve Inversion: Bad for Stocks? (Dimensional Fund Advisors, May 2022)
A yield curve inversion always makes headlines, but is it automatically a negative signal for the equity market? Dimensional studied data from previous inversions to provide context.
Review & Outlook: Absolute return strategies Q1 2022 (BlackRock)
For compliance reasons, this paper is only accessible in the United States and Canada
Blackrock reviews how absolute return strategies have started the year against a volatile macro and market backdrop, highlighting directional trading and relative value strategies.
Capital Market Assumptions: Q2 2022 update (Invesco)
For compliance reasons, this paper is only accessible in certain geographies
As a steer to investors’ strategic asset allocation planning, Invesco outlines their views for the next 10 years, covering expected returns, risk, and correlation by asset class.
Multi-asset Credit For a Low-Rate Market (RBC Global Asset Management, May 2022)
For compliance reasons, this paper is only accessible in the United States and Canada
Even though interest rates have climbed recently, yields remain at historically low levels. The interest rate path looks volatile, so investors are considering non-traditional alternatives.
Municipal Bonds: Time to test the waters again (Nuveen, Jun 2022)
Could it be an opportune time to allocate to municipal bonds? Nuveen argues that market and fundamental factors could be pointing towards an attractive entry point for investors.
Quantitative Equities: The evolution of factor investing (Voya IM, 2022)
This paper takes a deep dive on factor investing, looking into apparent advantages and potential limitations and making the case for a fundamental and sector-specific approach.
Regime Change: Enhancing the ‘traditional’ portfolio (KKR, 2022)
KKR puts forward an alternative strategy to the standard 60/40 approach, acknowledging a breakdown of the stock-bond correlation, and a way of incorporating private investments.
