Portfolio Construction

May 26, 2023 | 14 min
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Weathering the Storm of Regime Changes: A New Approach to Navigating Time-Varying Risks in Equity Markets

The equity landscape is evolving rapidly, presenting today’s investors with unprecedented challenges. Short-term market cycles have made it increasingly difficult to capture long-term alpha, navigate sudden spikes in volatility,...
March 31, 2023 | 17 min
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The Changing Landscape of Equity Market Drawdowns: Implications for Investors

Seasoned investors know full well that periodic, significant declines are a natural part of both economic and equity market cycles. This is the price paid for equities’ attractive capital...
March 8, 2023 | 20 min
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The Correlation Conundrum: How Will You Fix Portfolio Diversification?

Identifying and quantifying the underlying co-movements within and across asset classes is essential in creating a diversified portfolio and mitigating idiosyncratic risk. It helps inform your strategic allocation decisions...
February 23, 2023 | 12 min
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How Much More Volatility Can You Take?

Your equity strategies are typically your largest source of portfolio volatility, and it’s clear we’re seeing more pronounced and frequent equity volatility today. Market pundits will attribute it to...
October 17, 2022 | 4 min
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Q4 2022 Equity Market Observations

The third quarter started on a hopeful note as equity markets rallied in July. However, equity markets resumed their decline mid-quarter as fears grew that central banks’ aggressive monetary...