Research

For the fifth consecutive year, we were able to broadcast our Behind the Markets podcast live from the Wharton-Jacobs Levy Center’s annual conference for quantitative finance in New York. The theme of the conference focused on investment anomalies, and we spoke to three experts about their work on the topic.

Learn the key drivers of sovereign bond quality and performance, along with the role economic policy plays.

Longer-term investors should focus on an energy company’s structural advantages in terms of asset-base quality, operational efficiency and financial discipline, not the price of oil and gas.

Investors were caught off guard by the sudden reversal of factor performance at the beginning of September, leading many investors to ask: “Does this rally really have legs, and is now the time to tilt into value or small caps?”

Calvert’s Stuart Dalheim on using proxy power to send a message corporate leadership needs to hear.

A rising Treasury yield amid better economic data, easing macro risk and a few more monetary injections may be spurring the rotation. Corroborating, so far, a “mid-cycle adjustment”?

Jeff Weniger discusses strategies that focus on buybacks and shareholder yield.

Jianing Wu discusses why cloud-based businesses represent an attractive alternative to mega-cap companies in the Technology sector.

EVM’s Andrew Sveen and Chris Remington do not equate falling rates with subpar performance.

Kevin Flanagan discusses the N.Y. Fed’s “repo” solution and what to expect long-term.