While factor investing can be a powerful tool, it may not be living up to its promise because of three common blunders, according to a forthcoming paper in the Journal of Portfolio Management. “Investors are typically led to develop their factor return expectations with little more than an extrapolation of the factor’s past paper-portfolio returns,” […]
How to cut through the uncertainty.
Why value investing works for university foundations.
Coverage of the 2017 Risk Management Conference.
And why now is the time for global bond diversification.
Providing diversification and flexibility for pension plans.
But smaller plan sponsors are having trouble getting there.
New research shows that dynamic hedging can help investors diversify in tough times.
Two telling images from Aswath Damodaran's latest blog post.
Burton Malkiel and Kal Ghayur debate the ins and outs of factor indexes