Practical analysis for investment professionals

Investment Management Strategies


Building a CAPM That Works: What It Means for Today’s Markets

The capital asset pricing model (CAPM) is a marvel of economic scholarship. The problem is that it doesn’t always work in practice. So, we fixed it.

Scenario Planning and Net-Zero

When it comes to the net-zero transition, energy investors must consider various outcomes since the outcomes are, well, so various.

Book Review: Asset Allocation

William Kinlaw, Mark Kritzman, and David Turkington offer advice on a wide range of asset allocation topics, backing up their recommendations with solid quantitative analysis.

The Private Capital Wealth Equation, Part 1: The Controls Variable

Private capital fund managers have developed tools to reduce risk while protecting or even boosting their returns.

Hedging the Interest Rate Hiking Cycle

Amid rampant inflation and rising interest rates, how can we protect ourselves from interest rate volatility, from anticipated and unanticipated hikes?

Higher Interest Rates: Some Hedge Fund Strategies May Benefit

Rising interest rates will provide a tailwind to three hedge fund strategies, in particular.

Equity Risk Premium Forum: The Deficient Market Hypothesis

"If we thought of the equity premium as a fear premium," Rob Arnott says, "a lot of the so-called anomalies that we’ve talked about would not be anomalies at all."

ESG Integration: Lessons from US Insurers

What are US insurers saying and doing around ESG?

Closing the Gap: Gender Lens Investing and the Future of Finance

Gender lens investing may be the most powerful approach to achieving gender parity in finance and investment.

Portfolio Diversification: Harder Than It Used to Be?

Ever-greater access to world equity markets should have made it easier for investors to build and harvest the benefits of diversified global stock portfolios. But has it really?



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