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Visión de mercado

The rising tide of Value won’t lift all boats equally
The rising tide of Value won’t lift all boats equally
The recent Value upswing has provided renewed hope of a comeback and ideal conditions for deep and consistent exposures to the style.
25-03-2021 | Visión
70 years of evidence on our dynamic duration model
70 years of evidence on our dynamic duration model
Using a new, deep historical dataset, we show that our duration model works well over seven decades.
02-03-2021 | Visión
What’s up with Momentum?
What’s up with Momentum?
Momentum had its ‘shot of momentum’ in 2020.
04-02-2021 | Visión
When equity factors drop their shorts
When equity factors drop their shorts
How can you best construct an equity market neutral portfolio using a factor-investing approach?
01-02-2021 | Visión
Will Value survive the quant winter?
Will Value survive the quant winter?
The Value factor posted excellent returns over the first decade of the century.
01-09-2020 | Visión
New study reveals: you can predict when interest rates will rise
New study reveals: you can predict when interest rates will rise
Over the past decades, many empirical studies have examined the predictability of interest rates, so far with mixed results.
30-06-2020 | Visión
La gripe española y los estilos de renta variable
La gripe española y los estilos de renta variable
El Covid-19 apareció por primera vez a principios de diciembre de 2019.
02-04-2020 | Visión
Una nueva perspectiva sobre el efecto de la volatilidad
Una nueva perspectiva sobre el efecto de la volatilidad
A lo largo de la última década, el estilo de inversión de baja volatilidad ha ganado mucha popularidad.
06-01-2020 | Investigación
Short positions do not add value to factor investing strategies
Short positions do not add value to factor investing strategies
Common wisdom among academics and investors has it that factors are best harvested using both long and short positions.
09-12-2019 | Investigación
Factor-based sustainable multi-asset solutions for insurers
Factor-based sustainable multi-asset solutions for insurers
Multi-asset products may be popular, particularly among insurers.
03-07-2019 | Visión
Factors are a permanent feature of financial markets
Factors are a permanent feature of financial markets
Are factor premiums here to stay?
12-04-2019 | Visión
Sólidos resultados de los factores en multiactivos a lo largo de más de dos siglos
Sólidos resultados de los factores en multiactivos a lo largo de más de dos siglos
Para considerarse relevante, primero y principal, un factor debe contar con el respaldo de amplias evidencias empíricas.
12-02-2019 | Visión
Bringing multi-factor investing into the multi-asset arena
Bringing multi-factor investing into the multi-asset arena
Factor premiums exist in all major asset classes and can be harvested efficiently across the board.
07-08-2018 | Visión