Featured
How can we connect geopolitical scenarios to asset allocation?
How can institutional investors integrate geopolitical scenario analysis into their asset allocation processes?
Insights
Stay up-to-date on our latest research and views on asset allocation topics:
Recent Insights
Featured
How can we connect geopolitical scenarios to asset allocation?
How can institutional investors integrate geopolitical scenario analysis into their asset allocation processes?
Interpreting the recent rise in JGB yields
We break down the drivers of rising Japanese government bond yields.
What does the 100-year Austrian bond tell us about other asset classes?
Why equity performance didn't match the re-pricing of century bonds
Are Equities and Bonds Positively Correlated in the Long Term?
We discuss how correlations change over different investment horizons.
Insights
Insights
How can we connect geopolitical scenarios to asset allocation?How can we connect geopolitical scenarios to asset allocation?
How can institutional investors integrate geopolitical scenario analysis into their asset allocation processes?
Insights
Interpreting the recent rise in JGB yieldsInterpreting the recent rise in JGB yields
We break down the drivers of rising Japanese government bond yields.
Insights
What does the 100-year Austrian bond tell us about other asset classes?What does the 100-year Austrian bond tell us about other asset classes?
Why equity performance didn't match the re-pricing of century bonds.
Insights
Are equities and bonds positively correlated in the long term?Are equities and bonds positively correlated in the long term?
We discuss how correlations change over different investment horizons.
Insights
Are your Capital Market Assumptions fit for purpose?Are your Capital Market Assumptions fit for purpose?
We outline some checks for allocators to apply to their Capital Market Assumptions.
Insights
High valuations and high uncertainty: a look at US equitiesHigh valuations and high uncertainty: a look at US equities
A look at expected returns and risk in US equities across horizons.
Research Publications
Research Publications
Real Estate Exposures to Bond and Equity Return DriversReal Estate Exposures to Bond and Equity Return Drivers
Journal of Alternative Investments (2024)
Research Publications
Simulating Long-Horizon Returns on Government BondsSimulating Long-Horizon Returns on Government Bonds
Journal of Fixed Income (2024)
Research Publications
Understanding International Long-term Interest Rate ComovementUnderstanding International Long-term Interest Rate Comovement
Advances in Econometrics (2022)
Research Publications
Financial Market Volatility, Macroeconomic Fundamentals and Investor SentimentFinancial Market Volatility, Macroeconomic Fundamentals and Investor Sentiment
Journal of Banking and Finance (2018)
Research Publications
Information in the Term Structure of Yield Curve VolatilityInformation in the Term Structure of Yield Curve Volatility
Journal of Finance (2016)
Research Publications