Browsing: macroeconomics

Posts Tagged ‘ macroeconomics ’

Keynes vs. Markowitz ‘Thrilla in Portfolia’

Nov 19th, 2020 | Filed under: CAPM / Alpha Theory, Financial Economics Theory, Newly Added, Risk management, Asset allocation, CAIA Alternative Viewpoints, Asset Allocation Models, Risk Management Strategies & Processes, Hedge Funds, Finance & Economics

By Hossein Kazemi, PhD, CFA, CAIA Association, FDP Institute, and Isenberg School of Management Introduction While Keynes vs. Markowitz is not as thrilling as Ali vs. Frazier, it has important implications for investors when selecting funds and investment managers when constructing portfolios.  In this “fight,” we have in one cornerRead More


The Verdict Is In: It’s a Soft Landing for the Global Economy

Aug 1st, 2019 | Filed under: Financial Economics Theory, Newly Added, The Global Economy & Currencies, Economics, The A.I. Industry, Macroeconomics, Finance & Economics

Neuberger Berman has long pressed the investment thesis that the prolonged recovery from the depths of the Global Financial Crisis would end, when it ended, with a “soft landing.” There will be a slowing of growth, and with that an increase in volatility, but it need not involve a “hard”Read More


‘Great Moderation?’ Forget about it, says new Fed working paper

Jan 10th, 2019 | Filed under: Financial Economics Theory, Newly Added, The Global Economy & Currencies, Economics, The A.I. Industry, Macroeconomics, Finance & Economics

A new working paper from the Federal Reserve Bank of Chicago looks at the real risk-free interest rate over the last 30 years, where it has been trending, and why that trend hasn’t had the consequences one might intuitively have predicted. The paper, Accounting for Macro-Finance Trends, is the workRead More


The Structure of the Securities Lending Market

Aug 2nd, 2018 | Filed under: Financial Economics Theory, Newly Added, Behavioral finance, The Global Economy & Currencies, Macroeconomics, Finance & Economics

An author affiliated with the National University of Singapore and one with Goethe University Frankfurt, Germany, have co-authored a paper on the structure of the securities lending market: specifically, on the fact that this market is an oligopoly, and on the implications that has for pricing. The general outlines areRead More


Active Management, the Business Cycle, and the Silk Road

Jul 31st, 2018 | Filed under: Retail Investing, Alpha & Beta, Newly Added, The Global Economy & Currencies, Macroeconomics, Allocating to A.I., Finance & Economics, Other Topics in A.I.

LPL Financial’s 2018 Forum Conference for investors took place in Boston this week, Sunday through Tuesday. This is an annual event that brings together thousands of advisors and program managers to discuss industry issues and new products. LPL is an independent broker-dealer headquartered in Boston, with offices in Fort Mill,Read More


The Global Economy in 2016 – 5 Key Trends

Dec 28th, 2015 | Filed under: Newly Added, Finance & Economics

By Shane Brett Every year Global Perspectives publishes its predictions of the 5 keys trends we see impacting the global economy in the year ahead. For many parts of the world economy 2016 could be summed up in 4 words – more of the same. US powers the Global EconomyRead More