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Journal Article
Bad Habits and Good Practices
August 5, 2015
This article focuses on the habits that may hinder long-term investment performance: multiyear return chasing, under-diversification and comfort seeking.
Journal Article
Smart Investing in an Environment of Low Expected Returns
February 8, 2017
In July 2016, Antti Ilmanen spoke with members of the Journal of Investment Consulting Editorial Advisory Board .
Journal Article
Expected Returns on Stocks and Bonds
December 1, 2003
The equity-bond risk premium — the long-run expected return advantage of stocks over government bonds — is one of the biggest questions in financial markets.
Chief Investment Quarterly
Late Cycle Syndrome
September 18, 2019
The concern that the economy is nearing the end of its expansion phase has important implications for investors. We take a look at the data on “late cycle” indicators to see what they really tell us.
Journal Article
Why Not 100% Equities
December 1, 1996
In a 1994 article “College and University Endowment Funds: Why Not 100% Equities?” Richard H.
Alternative Thinking
Ideas for a Low-Expected-Return World
1Q 2012
There are different ways to achieve ambitious real return targets, but we think risk-balanced diversification across well-chosen return sources is the most reliable, strategic approach.
Alternative Thinking
Good Strategies for Tough Times
3Q 2015
Following recent losses across global equities and concern about downside risk, we take a look at the performance of different investments during the worst quarters in recent decades for stock and bond markets.
Alternative Thinking
Estimating Long Term Expected Returns
2Q 2013
Diversification is underutilized in most institutional portfolios but may improve risk-adjusted returns, active returns and total returns more reliably than concentrated positions.
Alternative Thinking
Challenges of Incorporating Tactical Views
4Q 2014
Tactical timing is inherently more difficult than it seems. We explore which types of tactical views may be worth taking.
Alternative Thinking
Strategic Portfolio Construction
2Q 2015
When it comes to portfolio construction, many investors seek guidance on “putting it all together.” We discuss our systematic approach and examine how investor-specific beliefs and constraints can inform and interact with formal optimization methods.