Performance Measurement & Evaluation
Does it make sense to reframe the active vs. passive debate? Perhaps the question — active or passive? — is not the right one to ask.
How much correlation is there between consumer and business sentiment metrics and market returns?
With recession forecasted in many economies this year or next, distressed situations will be an important source of deals for prospective investors.
To understand risk for portfolio optimization purposes, we need to consider regret.
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.
How can quant and fundamental analysts apply LLMs like ChatGPT? How effective a “copilot” can these technologies be?
A fund family's success with bond funds may not translate to the equity side of the ledger.
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?
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.
The first step in testing whether ESG funds deliver higher ESG scores is to determine what to compare them against.