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White Paper

Asset Allocation in a Low Yield Environment

In 2016, bond yields dropped to unprecedented low levels in major developed markets. Even in a low rate environment, we think it’s important to diversify across many return sources.

White Paper

Building a Better Equity Market Neutral Strategy

Equity Market Neutral (EMN) is a well-established strategy designed to seek positive performance without exposing investors to the risk of the overall equity market. We explain how systematic EMN works to potentially improve diversification and returns.

Perspective

How Much Are You In For?

A recent post reminds us that what the average investor in a fund gets is different from the return of that fund, especially if they get in and out awith poor timing. That’s true and important, but there’s more to it than that.

White Paper

Can Risk Parity Outperform If Yields Rise?

Risk parity investing is not, as some critics say, simply “leveraging bonds.” The evidence suggests that a risk parity portfolio may improve long-term risk-adjusted returns relative to traditional, equity-centric portfolios.

White Paper

Do DGFs Diversify?

Aggressive diversification across a broad range of intuitive, empirically-tested return sources may benefit investors seeking returns that has the added potential of being diversifying to the rest of their portfolios.

White Paper

The Limits of Convertible Bond Arbitrage

Convertible bond arbitrage suffered abysmally after the collapse of Lehman Brothers in 2008. This case study looks at how these strategies can break down in times of crisis, and the opportunities they offer in the aftermath.

White Paper

Understanding Managed Futures

Many investors have shied away from managed futures, perhaps due to a lack of understanding of how and why they work. This paper shows how such a strategy can be implemented. We then discuss their performance and diversification benefits historically

White Paper

A Better Approach to Alternative Investing

The goal of a portfolio is to maximise risk-adjusted return. Adding alternative investments to a traditional portfolio is a way to potentially do this, reducing downside risk while maintaining or even increasing the portfolio's expected return.

Trade Publication

Risk Parity: A Supplement to Traditional Portfolios, Not Their Replacement

It is often said that long-term investors can rely on equity returns since they can withstand short-term periods of underperformance and still survive to realize the benefits in the long-term.