Performance Measurement & Evaluation
How can investors assess climate transition risk in their portfolios?
How can investors address the denominator effect in private equities?
An examination of global stock market indices since 2015 reveals one clear takeaway: Every single index's average correlation with all other indices has fallen.
How can investors supplement the traditional 60/40 stock/bond portfolio with allocations to alternatives?
With various performance metrics to choose among, might fund managers be tempted to cherry-pick those that reflect most favorably on their performance?
Most investment products simply provide exposure to the stock market in complicated wrappers.
How much correlation is there between consumer and business sentiment metrics and market returns?
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.
What correlations should we trust? Those based on daily or monthly return data?
Not all traditional investment management techniques are applicable to digital assets, but sector breakdowns, DCF models, and risk factor modeling are solid starting points.