Practical analysis for investment professionals

Performance Measurement & Evaluation


Active vs. Passive Revisited: Six Observations

Does it make sense to reframe the active vs. passive debate? Perhaps the question — active or passive? — is not the right one to ask.

Do Sentiment Metrics Matter to the Markets?

How much correlation is there between consumer and business sentiment metrics and market returns?

Distress Investing: A Tale of Two Case Studies

With recession forecasted in many economies this year or next, distressed situations will be an important source of deals for prospective investors.

Regret and Optimal Portfolio Allocations

To understand risk for portfolio optimization purposes, we need to consider regret.

Book Review: The Little Book of Picking Top Stocks

In this “little” book with big ideas, Martin Fridson, CFA, presents a novel approach that to date has not been systematized in such an evidence-based style.

ChatGPT: Copilot Today, Autopilot Tomorrow?

How can quant and fundamental analysts apply LLMs like ChatGPT? How effective a “copilot” can these technologies be?

Do the Best Equity Fund Managers Follow the Bond Market?

A fund family's success with bond funds may not translate to the equity side of the ledger.

Is the 60/40 Portfolio Still Relevant?

How do portfolios with asset allocations of 100% equity, 100% bond, 60/40, and 80/20 in the US, UK, Italian, Swiss, and global markets perform over time?

Rethinking Retirement Planning Outcome Metrics

Retirement, like life, is fundamentally uncertain. That's why we need to provide clients with more context about what missing their retirement-income goals might look like.

Do ESG Funds Have Higher ESG Scores?

The first step in testing whether ESG funds deliver higher ESG scores is to determine what to compare them against.



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