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 & EconomicsBy 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 & EconomicsNeuberger 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 & EconomicsA 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 & EconomicsAn 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 & EconomicsBy 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