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Third Quarter 2019 Research Webinar Replay

Oct 17, 2019 / LG Research, Asset Class Research

Listen to a replay of our third quarter 2019 Litman Gregory research team webinar. Topics covered (among others): deconstructing international stock returns, the repo market, the presidential election, ESG models. The presentation slides are available at the bottom of the page under Resources.


Audio of the full call:
Third Quarter Recap and Market Overview with Peter Sousa, Director of Portfolio Strategies:
We really liked the recent piece on deconstructing U.S. equity markets. Has Litman Gregory done a similar write-up for international stocks?
Can you share your thoughts on the repo issue with the money markets here in the United States?
We are already hearing murmurs from clients about the presidential election.  Any perspective on how to think about this? 
We were wondering if you had (or were working on) an ESG line up?  We have more and more clients with an interest in this area.
Can you help us understand your bear-case estimate of 5.6% for floating-rate loans?
We understand that it’s very difficult to forecast returns in general, and even more so with a strategy like managed futures given the lack of fundamentals to assess and the wide range of outcomes, no matter the environment. What’s the “right” number to use to model the downside and/or future expected returns?
Is the Artisan Value (APDLX) team a value or a growth manager? 
Can you walk through how you think about consecutive years of declines in a portfolio, even if they don't violate a 12-month downside threshold, and how advisors can manage client expectations?


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