All Dynamic/Global/Tactical Asset Allocation articles
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White papersA White Knight for Green Investing
CFA Institute – with input from Natixis Investment Managers – launches global standards to make ESG investing more transparent
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White papers
Real-Time Macro Information and Bond Return Predictability: A Weighted Group Deep Learning Approach
This paper proposes a weighted group neural network model and reexamines whether treasury bond returns are predictable when real-time, instead of fully-revised, macro information is used. Real-time macro vintage data and news-based topic attention are taken into account.
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White papers
Three Ways to Manage Liquidity Risk in Bond Markets
Liquidity risk has grabbed headlines recently after several high-profile funds imploded. The hunt is on to find ways to manage liquidity risk and protect portfolios against further setbacks—but not all investors will be up to the task.
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White papers
Adopting An LDI Approach Throughout The Investment Value Chain
The insurance business model is fundamentally based on underwriting and managing risks: insurance companies are contractually bound to meet specific obligations and as such structurally driven by liabilities.
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White papers
Brexit And UK Defined Benefit Funding
Immediately following the EU referendum, financial markets downgraded medium-term growth expectations for the UK. Sterling weakened, long-dated government bond yields fell, and UK equity assets fell relative to international equities. Two-and-a- half years on we can see that this weakness has not unwound.
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White papers
Slower Growth - Equity Caution Quarterly Allocation Views
Allocation Views features the Franklin Templeton Multi-asset Solutions team recurring updates about the themes and investment theses driving their asset allocation frameworks.
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Blog
Multi-asset: What’s in a name?
In order to bring some rigor to the process, FTSE Russell takes a volatility-based definition, which we believe cuts through the noise and focuses on what the indexes measure.
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White papers
Popularity: A Bridge between Classical and Behavioral Finance
Popularity is a word that embraces how much anything is liked, recognized, or desired. Popularity drives demand. In this book, we apply this concept to assets and securities to explain the premiums and so-called anomalies in security markets, especially the stock market.
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White papers
An Alternative Option to Portfolio Rebalancing
Changes in asset values cause portfolio allocations to deviate from their strategic target weights and expose the portfolio to unintended tactical risk.
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White papers
Alternative Income Study 2018
Alternative income, real assets, private assets, illiquids: however they are described, the appeal of unlisted assets has grown significantly among European pension funds and insurers over the past decade.
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White papers
Portfolio strategies to cope with trade tensions
Escalating global trade tensions can affect regions and asset classes differently.
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White papers
2018 Midyear Outlook: (Still) Risk On
Investors are facing some pretty big questions: How long will the economy continue to expand? How will rising interest rates affect my portfolio? Will volatility continue to climb? Do geopolitics (or even just political posturing) really matter?
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White papers
Economic Insights: June 2018
Stock market outlook: It may be a long, hot summer. Defensive stocks outperformed in June; investors may be starting to worry. We believe the robust U.S. and world economy should bring higher stock prices later this year.
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White papers
Asset Allocation Update: Strong earnings prompt US equities upgrade
Amid background noise such as ongoing trade skirmishes involving the US, the evolving Chinese economy and geo-political tensions, we have spent time analysing recent market movements and the implications for risk assets.
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White papers
Economic Insights: April 2018
What happens after a crisis? A return to normal. The world economic expansion, now two years old, remains intact, albeit with modest deceleration outside the United States.
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White papers
Managing currency risk in equity portfolios
This report shows how equity index futures provide a more flexible alternative than cash equity products for managing foreign exchange risks.
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White papers
Equity Index Futures vs. ETFs Total Cost Analysis Tool
This tool is designed to analyze the all-in costs of replicating the S&P 500 by trading equity index futures versus exchange-traded funds.
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White papers
Economic Insights: March 2018
Economic decoupling begins: Growth should stay solidly above trend for 2018, but the world economy is no longer picking up steam.
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White papers
The Big Picture: A Cost Comparison of Futures and ETFs
Analyse the potential cost advantages of E-mini S&P futures as they pertain to your specific investment scenarios.
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White papers
Science and Art: A Framework to Unlock Multi-Asset Opportunities
Strategic allocation poses big challenges today—and multi-asset portfolios can help.
