Applied Research

Keep Calm and Consult your Magic Eight Ball

It is the time of year for glass ball predictions. Are we are witnessing irrational exuberance in the markets, and will it come to an abrupt end?

Posted 12.15.17 Olivier d'Assier

For Style Factors, One Size Does Not Fit All: A Summary

A synopsis of Melissa Brown’s article on factor performance recently published in The Journal of Investing.

Posted 12.12.17 Melissa Brown, CFA

Bond yields trapped by interplay of economic and political news

November saw bond and currency markets driven by a mix of economic news and political risks. 

Posted 12.08.17 Christoph Schon, CFA, CIPM

Who the Vix Cares?

You know the world has gone mad when the probability of losses increases and yet investors double down!  

Posted 11.22.17 Olivier d'Assier