Latest White Papers – Page 364
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White papersBrexit: Panel Discussion
Mark Burgess, Chief Investment Officer, EMEA, and Global Head of Equities, discusses the short and medium-term impacts of the UK referendum vote to Leave the European Union.
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White papersTaking Stock After Brexit
While global equity markets have rebounded after the Brexit vote, the medium- to long-term political and economic trajectory is uncertain, with many potential twists and turns.
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White papersCompelling Opportunities in Off-the-Run Commodity Markets
Given the idiosyncratic nature of the highly volatile and less efficient “off-the-run” commodity markets, we believe compelling alpha opportunities and diversification benefits are available for investor portfolios.
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White papers
Hybrid bonds – attractive opportunities for superior returns
The European Central Bank (ECB)’s March meeting once more confirmed that traditional fixed-income investments no longer generate much-needed excess returns in a climate characterised by cheap central bank liquidity.
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White papers
How to implement ESG analysis in credit research
At Insight, we believe that incorporating environmental, social and governance (ESG) risks within credit analysis, alongside other investment considerations, is achievable and beneficial for investors.
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White papersGame Theory Primer for Macro Investors
Game theory provides a framework for making sense of geopolitical and macroeconomic developments that affect asset prices—and investors can leverage game theory to assess investment opportunities.
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White papersIs your default fund fit for purpose? Are we setting retirees up for failure by default? (Paper I)
In the first of three papers, entitled: Is your default fund fit for purpose?: Are we setting retirees up for failure by default?, Chris Wagstaff considers the importance of fit-for-purpose default funds and good default fund design.
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White papersThe High-Tech Lever: Examining Technology’s Influence on the Economy
The physical limitations of our strength, our endurance, and our finite life span have actually been a catalyst to the success of our species. Human beings have used their creativity and ingenuity to continually transcend those confines.
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White papers
Style Investing in Fixed Income Markets
A disciplined, systematic approach to over/underweight securities based on well-known factors, or styles, such as value, momentum, carry and defensive, can offer alternative sources of outperformance not only within equities, where these ideas have long been studied and applied, but also within fixed income markets.
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White papers
Generating returns and managing volatility: the absolute return approach to convertible bonds (May 2016)
The past months have been characterised by an unprecedented low rate environment.
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White papersBasis Trade at Index Close (BTIC) Trading at Index Option Expirations
Most index options traders use index futures for hedging purposes.
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White papersPreferred Securities: an Oasis in the Fixed Income Desert?
Following the global financial crisis, the restructuring and recapitalization of financial firms have made banks and insurance companies an attractive sector for fixed income investors.
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White papers
Value in Selecting Sectors: Sector rotation strategy based on the Shiller CAPE ratio
Each year there are significant differences between the performance of the best sector and the worst, making it more attractive to invest in the former rather than the latter.
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White papers
The flexibility of factor investing facilitates the creation of low carbon active strategies
In a research article published in 2012 in the Journal of Portfolio Management, entitled “Demystifying risk-based strategies: A simple alpha plus beta description”, BNP Paribas Investment Partners was already demonstrating that the excess return of traditional smart-beta strategies could be explained by their factorial exposures.
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White papers
Managing cash flow risks with greater confidence using fixed income
As pension schemes mature many are reaching the tipping point at which payments to retirees exceed contributions and income from investment. Insight Investment’s Olaf John highlights how secured finance investments can help pension schemes manage cash flows while generating growth
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White papers
Equity Controlled Volatility Strategy
Equity volatility – or the “fear factor” as popularised in fiction – recently came back to the forefront of market operators’ minds, the result of events such as the Greek crisis during 2015 and questions around China’s economic growth prospects and plunging oil prices earlier this year.
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White papers
Measuring Portfolio Factor Exposures: A Practical Guide
Why Should Investors Care About Factor Exposures?
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White papers
The last Smart Beta paper you’ll ever (have to) read
Institutional investors could be forgiven for rolling their eyes at yet another article on “smart beta.” Indeed, the hype around this topic over the last few years has been intense.
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White papers
Time to Re-load? Current High Yield Bond Prices Present Long-Term Value
Global risk markets have been under pressure lately due to a confluence of factors—weakness in China and other global economies, plunging oil and commodity prices, and the onset of the removal of monetary accommodation by the U.S. Federal Reserve.
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White papers
An unconstrained credit solution to answer market complexity
The Euro High Yield asset class / strategy has gained ground in the past three years versus its US counterparts. The sector grew over three times in terms of notional during that period.
