Insightful New Spread Curves Ahead

In this post we examine how the richness of high quality issuer and sector spread curves enables us to visualize investors’ changing risk aversion to various risk events.

Posted 09.20.18 Olivier d'Assier

Constraining Optimized Portfolios: Handle with Care

We recently wrote a series of papers that examined the impact of constraints on optimized portfolios.

Posted 09.19.18 Melissa R. Brown, CFA

10 Years On From the Lehman Collapse – What Have I Learned?

With the 10th anniversary of the Lehman Brothers collapse fast approaching, it is a good time to take stock and reflect on the lessons we have learned from it.

Posted 09.13.18 Christoph Schon, CFA, CIPM

10 Years Since the GFC: Is Growth in Indexing Just the Beginning?

The world of indexing has seen explosive growth since the GFC, ushering in a sea change in the way assets are managed.

Posted 09.12.18 Hamish Seegopaul

10 Years After: A Changed World for Financials?

On the 10th anniversary of the failure of Lehman Brothers, we dug into the risk and return characteristics of US Financial stocks to see what's changed.

Posted 09.11.18 Melissa R. Brown, CFA

China’s Sensitivity to Non-Energy Commodities—a Weakness in the Trade War

If commodities continue to fall, all Chinese sectors (except Telecommunications) would stand to lose in the short run.

Posted 09.04.18 Diana R. Rudean, PhD