Featured
Are Your Capital Market Assumptions Fit for Purpose?
We outline some checks for allocators to apply to their Capital Market Assumptions.
Insights
Stay up-to-date on our latest research and views on asset allocation topics:
Recent Insights
Featured
Are Your Capital Market Assumptions Fit for Purpose?
We outline some checks for allocators to apply to their Capital Market Assumptions.
High Valuations and High Uncertainty: A Look at US Equities
Examining expected returns, risk, and the sustainability of the US equity rally.
The Analytics Stack for Asset Allocation
Building the foundations for better asset allocation decisions and investment outcomes.
Making sense of Gold: analytics for asset allocation
We discuss drivers of gold this year and asset allocation implications.
Insights
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.
Insights
The Analytics Stack for Asset AllocationThe Analytics Stack for Asset Allocation
Building the foundations for better asset allocation decisions and investment outcomes.
Insights
Making sense of Gold: analytics for asset allocation Making sense of Gold: analytics for asset allocation
We discuss drivers of gold this year and asset allocation implications.
Insights
Why are UK Gilt yields trading at high levels?Why are UK Gilt yields trading at high levels?
We discuss how UK yields have reached their highest levels in decades
Insights
Designing macro-resilient portfolios in a changing worldDesigning macro-resilient portfolios in a changing world
We outline a process for building portfolios that are resilient to macro risks over the long term.
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