The idea that the risk and return characteristics of global assets can be neatly decomposed into common driving factors is highly appealing to today’s demanding investors.

The average American watching the World Cup has less of an appreciation for the intricacies of set piece routines, or the passing skills of a particular team’s midfielder, but there is undoubtedly an...

It’s common for asset managers to communicate their expected return forecasts to clients, but less so their expected risk forecasts. We believe a key reason for this is that the language of risk and return are...

For the new school asset manager, a proper risk framework is indispensible

Liquidity back in focus

As part of the SEC investment company reporting modernization rules published in October 2016, all open-ended US mutual funds and ETFs will be required to implement liquidity risk...