Forward-looking Research from March
Unmissable content from the month of March
As is tradition, at the end of each month we put together a collection of the most interesting and timely analyses which we have read during the period. Below you can find practical insights into a range of topics, including bank failures of course.
Signals Are Green For Quant Investing (Robeco)
The quick analysis of vast amounts of data is an obvious characteristic of quant investing that sets it apart from fundamental asset allocation.
Short Duration Fixed Income: New Environment, New Opportunities (MetLife IM)
The current environment characterised by major fiscal and monetary policy shifts, and elevated geopolitical tensions, presents opportunities for seasoned fixed income managers.
Cost Averaging: Invest Now Or Temporarily Hold Your Cash? (Vanguard)
For compliance reasons, this paper is only accessible in the United States
This paper compares the performance of cost averaging (CA) with lump-sum investment (LS) across various markets and historical periods. Which strategy has worked best most often?
European Outlook: Less Downside Now, But Caution Still Warranted (PIMCO)
For compliance reasons, this paper is only accessible in certain geographies
How much does the European Central Bank need to tighten to get European inflation in line with its mandate? This piece of research offers an answer.
Investing In Commercial Real Estate Debt (Nuveen)
CRE debt investments are becoming increasingly sought after as they provide relatively high and stable incomes returns, downside protection and diversification benefits.
A Global Assessment Of The Recent Banking Sector Developments (Amundi)
For compliance reasons, this paper is NOT accessible in the United States
Due to tightening financial conditions, Amundi expects weaker US economic growth, and a less hawkish central bank. Is a pause in interest rates on the cards?
Video: Real Estate in a Time of Rising Rates (Macrobond)
In this video, Macrobond offers an in-depth analysis of the real estate sector in the current macroeconomic environment.
Should Banks be Allowed to Fail? (Professor Richard Werner)
This analysis looks at the advantages and risks of banks' failures. Should central banks intervene or not?
Simply Put Writing (Neuberger Berman)
For compliance reasons, this paper is only accessible in certain geographies
In 2007 the Chicago Board of Exchange introduced the S&P 500 PutWrite Index, designed to track the performance of a collateralized putwriting strategy on the S&P 500 Index.
SPECIAL REPORT
Sources of Alpha and Diversification in Fixed Income (Franklin Templeton)
For compliance reasons, this paper is only accessible in the EMEA region
Fixed income is the talk of the town – the income element is back, and so are the investors. This Special Report digs into the opportunities now present in this asset class.
