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Interview
Words From the Wise: Roger Urwin on Addressing the Investment Challenge
October 10, 2016
Roger Urwin, global head of investment content at Willis Towers Watson, discusses in a Q&A how two powerful industry trends— specialization and complexity—will continue to have impact in coming years.
Interview
Words From the Wise: Martin Leibowitz Interview
March 19, 2015
A question-and-answer session with the first bond quant on Wall Street, Martin (Marty) Leibowitz of Morgan Stanley.
Journal Article
An Alternative Option to Portfolio Rebalancing
March 5, 2018
We explore how investors can use an implementable option selling overlay to improve portfolio rebalancing.
Interview
Words From the Wise: Harry Markowitz on Portfolio Theory and Practice
January 29, 2016
A question-and-answer session with Harry M.
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.
Alternative Thinking
2019 Capital Market Assumptions for Major Asset Classes
February 4, 2019
We update our estimates of medium-term (5- to 10-year) expected returns for major asset classes, including private equity and private real estate.
Alternative Thinking
Why Do Most Investors Choose Concentration Over Leverage?
2Q 2012
Return-seeking investors must take risks—the question is which to take and to understand the tradeoffs involved. Most investors choose concentration risk, but we present arguments for a different approach.
White Paper
Inflation in 2010 and Beyond — Part II
July 1, 2010
"In this paper, our analysis reveals that traditional institutional portfolios with risk characteristics similar to a 60/40 stocks/bonds allocation may not be well-positioned for unexpected inflation. "
Alternative Thinking
2014 Capital Market Assumptions for Major Asset Classes
1Q 2014
We present our capital market assumptions for major asset classes and explore justifiable frameworks for estimating multi-year expected returns.
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.