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Thematic Research

Capital Markets
Value of Value
Value investing as an investment strategy has existed for at least 100 years, likely longer...
2023
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Capital Markets
Portfolio Expected Performance and ESG Characteristics
At $2.77 trillion dollars and counting, ESG strategies have become an important growth opportunity for the premier asset...
2022
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Capital Markets
How Do Our CMA Forecasts Stack Up Against the Reality: A Decade’s Worth of Results
Envestnet’s Quantitative Research Group (QRG) issued its first set of capital markets assumptions (CMA) forecasts back in 2009.
2022
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Capital Markets
Yields and Their Components
In this note I discuss the components of Treasury yields, most notably – the “bond risk premium” (BRP).
2019
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Capital Markets
Arithmetic, Geometric and Other Types of Averages
There are many types of averages used in the applied finance today.
2019
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Capital Markets
Capital Sigma: The Advisor Advantage
An ongoing debate among investment advisors and their clients centers on value: creating it, preserving it, and perpetuating it.
2019
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Capital Markets
Active vs. Passive Asset Management: A Revisit and Further Research
We have updated our Active vs. Passive Asset Management research and refreshed the findings of the prior version of the whitepaper to accomplish three goals.
2019
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Blog
Our Latest Research On Active Versus Passive Asset Management
As you are likely well aware, the debate regarding active versus passive investing has existed for a while.
2019
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Capital Markets
Expected Course of the Expected Equity Returns
Much has been said regarding the likely future direction of the equity market, which over the last half decade has defied all...
2017
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Factor Investing
Managing Volatility — A Little Planning Goes a Long Way
Recent market volatility has prompted many advisors to mount an aggressive stance against portfoliorisk.
2016
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Impact Investing
How and Why SRI Performance Differs from Conventional Strategies
Exploration of the Cross-Sectional Return Distributions of Socially Responsible Investment Funds
2014
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Portfolio Research

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