New Ideas
Unlock new investment angles with award-winning research from collaborations with our roster of 10+ academic partners on themes including AI, private markets, investment strategies, geopolitics, and beyond.
Prediction
Interpretability is key to adopting sophisticated techniques for informing investment decisions. Our collection of articles on advanced prediction introduce new approaches for interpreting ‘black-box’ models and forming predictions in a more transparent way.
Harry Markowitz Award for Best Paper in the Journal of Investment Management in 2022; Roger F. Murray First Prize for Research Presented at the Q Group Conference in 2023.
Currency strategies
Turn currency exposures from a source of unwanted risk into an opportunity to generate returns. Our collection of articles on currency strategies introduce new currency hedging techniques for managing risk and enhanced currency factors for improving performance.
Real-time economics
Economic trends unfold faster than official statistics can capture. Our collection of papers on real-time economics span a range of topics, from using alternative data to track inflation and central bank policy, to using novel statistical approaches to forecast recession risk and determine the drivers of inflation.
Harry Markowitz Award for Best Paper in the Journal of Investment Management in 2023; Roger F. Murray First Prize for Research Presented at the Q Group Conference in 2021.
Asset allocation
Conventional thinking on asset allocation remains full of fallacies. Our collection of articles on asset allocation spans 25+ years of research that addresses all facets of asset allocation, including new approaches for constructing portfolios, managing risk, and capturing diversification.
Peter L. Bernstein Award for Best Article in an Institutional Investor Journal in 2013; Bernstein-Fabozzi/Jacobs-Levy Award for Outstanding Article in the Journal of Portfolio Management in 2006, 2009, 2013 (2), 2014, 2015, 2016, 2021; Graham & Dodd Scroll Award for article in the Financial Analysts Journal in 2002 and 2010.
Regime timing
To anticipate shifts in market regimes, investors must look beyond volatility. In our collection of articles on regime timing, we propose statistical methods to detect hidden regimes, quantify market fragility, and time asset bubbles.
Bernstein-Fabozzi/Jacobs-Levy Award for Outstanding Article in the Journal of Portfolio Management in 2011; Roger F. Murray First Prize for Research Presented at the Q Group Conference in 2012.
Private equity
Opacity and common misconceptions pose key challenges for efficiently investing in private markets. Our collection of articles on private equity challenge conventional thinking on the drivers of returns and risk and introduce new approaches for incorporating private equity into the portfolio construction decision.
Doriot Award for Best Private Equity Research Paper in 2022.
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1.Peter L. Bernstein Award for Best Article in an Institutional Investor Journal in 2013; Doriot Award for Best Private Equity Research Paper in 2022; Bernstein-Fabozzi/Jacobs-Levy Award for Outstanding Article in the Journal of Portfolio Management in 2006, 2009, 2011, 2013 (2), 2014, 2015, 2016, 2021; Roger F. Murray First Prize for Research Presented at the Q Group Conference in 2012 and 2021; Graham & Dodd Scroll Award for article in the Financial Analysts Journal in 2002 and 2010.