Portfolio for the Future™

Research, Analysis, and Opinions for Better Investor Outcomes

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BlackRock: Smart Beta Strategies Have Room for Growth
A recent Columbia Business School research paper looks into the transaction costs associated with smart beta…
State of the Industry, Asset Allocation, Access to Alternatives
The Principal-Agent Problem and Smart Beta
Economists  devote a good deal of attention to what they call the “principal-agent problem,” defined to…
State of the Industry, Asset Allocation
Notes on Impact Investing in Europe
The Science Communication Unit (SCU) of the University of the West of England has produced what it calls a “…
ESG, State of the Industry
The Low Volatility Anomaly: Gunpowder Inc.
In a new paper David Blitz, the head of quantitative strategies for Robeco Asset Management, crunches numbers…
Asset Allocation, Hedge Funds, Risk Management
Liquid Alternatives: A Look Back at Mercer’s Look Around
The market for liquid alternatives continues to grow and adapt. On St. Valentine’s Day of this year, ABR…
State of the Industry, Access to Alternatives
Why Do Alpha Seekers Find It In the Small Caps?
The median performance of active fund managers with a small-cap mandate is uniformly better than the…
Asset Allocation
Hedge Fund Managerial Talent: From Quality to Quantity
A new report that comes to us jointly from EY and the AIMA indicates that hedge fund industry leaders believe…
Hedge Funds
Earnings Releases & Social Media: Listening to the Crowd
Earnings releases, and the “seasons” made up out of them, have become almost a comforting ritual in the…
Asset Allocation, Risk Management
Formula: Information + Liquidity + Short Time Horizon = Short Sales Profits
Jaewon Choi and two other scholars recently presented a paper that offers “direct evidence about the…
Hedge Funds
A conversation with UTIMCO's Bruce Zimmerman
By Charles Skorina Bruce Zimmerman joined UTIMCO as Chief Executive Officer and chief investment officer in…
State of the Industry
Moszoro and Bykhovsky on Political Cognitive Biases
In the politically charged atmosphere of our day, especially in the United States since the most recent…
Asset Allocation
The State of the OTC Index Dividend Swap Market
In a new article in the Journal of Alternative Investments, Scott Mixon and Esen Onur quantify the over the…
Risk Management, Hedge Funds
CHANGE MANAGEMENT FOR FUND MANAGERS
By Diane Harrison Looking to the past as a way to gauge the likely direction of the future is a popular…
State of the Industry
DC Sponsors and PE General Partners: A Good Marriage?
The British Private Equity & Venture Capital Association, in a new paper, contends that private equity…
State of the Industry, Asset Allocation
EY on Real Estate Private Equity Trends
The global real estate division of financial consultancy Ernst & Young recently published a report on the…
Real Estate, Private Equity