The impact of Fed policy on portfolio risk and diversification

As the latest US rate-hiking cycle enters its final phase, market participants are paying ever-closer attention to comments and actions of Federal Reserve Bank officials.

Posted 02.21.19 Christoph Schon, CFA, CIPM

What to Expect from the SEC in 2019…

The SEC continues to use technology and human capital to stay ahead of not only systemic risks, but the risks to which all investors are exposed.

Posted 02.04.19 Denis Tarpey

Volatility soars as stocks tank

Friday’s slide in stocks dragged most indices even further down into negative territory, with major indices on track for finishing 2018 in the red.

Posted 12.10.18 Diana R. Rudean, PhD

Crowded Trades Don’t Explain Managers’ Recent Pain

A summary of our analysis of the speculation that there has been a large unwinding of crowded risk-factor positions.

Posted 12.19.18 Melissa R. Brown, CFA

Recessions, Expansions and Factor Performance: Not Much of a Factor-Timing Strategy

Given the recent inversion of the yield curve, and with companies like Apple guiding earnings estimates down, there’s more than just a whiff of a recession in the air.

Posted 01.18.19 Melissa R. Brown, CFA

Mirror, mirror on the wall, will 2019 be the fairest of them all?

It's that time of year - strategists polish their crystal ball in an effort to extract from scraps of evidence a self-evident truth about things yet to come to life.

Posted 11.27.18 Olivier d'Assier