Practical analysis for investment professionals

Equity Investments


Equity Risk Premium Forum: The Stock/Bond Correlation Switch-Up

"Has the hedge property overtaken the investment property of fixed-income assets?"

ESG Criteria: Global Asset Managers Expand Their Embrace

ESG factors are even more important to global asset managers today than they were a year ago, according to the latest Index Industry Association (IIA) survey.

Cochrane and Coleman: Quantitative Easing and Asset Price Dynamics

"Wall Street wisdom is that QE is immensely powerful and is stoking financial bubbles. Academics say, 'I take your $100 bills, I give you back 10 $10 bills. Who cares?'"

Book Review: The Case for Long-Term Value Investing

Jim Cullen presents the value strategy and explains how to apply it in any type of market.

Equity Risk Premium Forum: Gloom Looms?

“How many here think the next 10-year equity returns are going to be below the long-run average? I certainly do. Is there anyone here who doesn’t?”

Outperformance Ain’t Alpha

Outperformance and alpha are not exactly the same thing. So, how do we explain the difference?

Fundamental Value Revisited? Three Investing Tips for “Absolutely Crazy” Conditions

What do we do in an environment where fundamentals begin to take a backseat to public policy?

COVID-19 Correlations: Local Cases, Local Returns?

Do local COVID-19 case counts have any correlation with local stock returns?

Equity Risk Premium Forum: Term Structure, Mean Reversion, and CAPE Reconsidered

Does the equity risk premium (ERP) vary depending on the term structure? Does reversion to the mean dictate that it will decrease the longer the time horizon?

Cochrane and Coleman: How Do You Solve Inflation?

"The economic problem now is to control inflation and get to work on the supply side of the economy."



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