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Separating Fact from Fear in Japanese Investing
Market Forecasts: Q2 2025
Emerging market debt outlook: The return of ‘Goldilocks’
Active Quantitative Equity Quarterly
Emerging Market Debt Commentary: October 2025
Monthly Cash Review: March 2026 (USD)
Fed shift hits USD
Long-Term US Dollar Risks Persist
Investing in real assets with ETFs
Global Market Portfolio 2025
2025 Global Retirement Reality Report: US Snapshot
A stronger emerging markets rally will need a new era of reforms
How To Invest: A Step by Step Guide
Emerging Market Debt Market Commentary: Q2 2025
Markets hold steady amid global tensions
2026 Credit Research Outlook
Fundamentals favor the US
A new agenda for sustainable investing research: A Q&A
An Investment Vision for European Defence
Long-Term Asset Class Forecasts: Q4 2025
What is the Global Market Portfolio?
Uncommon Sense
A Core Fixed Income Solution: Outperforming the Agg, But with Minimal TEV
Investing in digital assets: Educational resources for investors
Q2 2025 SAFI commentary
Fixed income scenarios for the current market environment
2025 Global Retirement Reality Report: Ireland Snapshot
Impact Investing vs. Sustainable Outcome Investing
Third Quarter 2019 Forecast
Market Forecasts: Q4 2025
Are rate cuts off the table in Australia?
The evolving GCC IPO market: Trends and investor implications
Macroeconomic Outlook 2026
Democratizing Private Markets: Strategic Insights and the Path Forward
Closing time: How passive investing is reshaping equity market microstructure
US real GDP cools sharply in Q4 2025
Japanese Super-long Bond Weakness: Why We’re Not Sounding the Alarm Bells Just Yet
July rate cut unlikely
Emerging market debt: Why index choice matters
Gold takes center stage
US consumer buffer continues to thin
Leveraged Loans at State Street Investment Management
Equity Market Outlook 2026
Short shocks, longer echoes
The case for emerging markets small-cap equity
Bitcoin volatility and liquidity: Key trends for investors
Monthly Cash Review – EUR
How to value bitcoin: Valuation frameworks for investors
Six Grey Swans that could move markets in 2026
US equities: Euphoria, fragility, and the search for clarity
Q1 Bond Outlook: Investor flows and inflation
Bank Deposits Versus Money Market Funds
The US Dollar Free Lunch Is Over. What Now? GBP Investors
Why the GCC Is Emerging as a Global Private Markets Hotspot
The case for active dividends
GENIUS Act explained: What it means for crypto and digital assets
Constructive outlook on commodities
From income to outcomes: The evolution and future of fixed income
Emerging Market Debt Commentary: January 2026
Deconstructing equity returns: Insights for a new rate cycle
Capturing opportunity as the equity landscape evolves
What Tariffs Mean for the Economy and Markets
SSGA Canadian Long-Term Asset Class Forecasts
Iran risks support JPY; USD softens
US government shutdown update: Risks emerge
Global High Yield – 2025 in Review and 2026 Outlook
US tariffs: Sector risks and legal challenges ahead?
Fed rate cuts spark US housing revival
Trends and Challenges: The GCC’s Shift to DC Plans
Navigating the European Defence Investment Landscape
When Wall Street and Main Street Diverge
Sustainability Data Governance and Oversight in Asset Management
Why elevated risk may favour the energy equity sector
Returns triple boost powers local emerging market debt outperformance
Cyclical sectors regain leadership: Financials and Industrials drive momentum
Greenland’s geopolitical storm: What may be next for allies, markets, and investors
High yield case study: how an index allocation can complement an active manager lineup
Geopolitical tensions remain elevated
Alternatives Outlook 2026
Emerging Market Equities: Climbing the Wall of Worry
Charitable Asset Management
What’s on the horizon for digital assets?
US Tariffs Break the USD Bull Case
From Turbulence to Soft Landing? Allocating to US Equities Beyond Mag-7
Fixed Income Outlook 2026
Housing Market Faces Tepid Spring
Asset Tokenization in Capital Markets
From Resilience to Recession: Allocating to US Equities Amid Tariff and Inflation Risks
What if investors get bored of AI?
How to Decarbonize Multi-Strategy Equity Portfolios: Practical Considerations
The income squeeze: How market concentration is reshaping equity returns
Global alternatives, local ambition: How SWFs, regulation, and integration are shaping GCC private markets
Inflation Expectations Rocket to Multi-Decade Highs
Emerging market debt outlook: Enduring strength
Prefer longer-duration bonds
US exceptionalism: Fading force or enduring edge?
How EMEA-based insurers are approaching nature-related investing
60/40 strategy regains strength
China’s 2020 National People’s Congress: The Big Policy Pivot
Volatility positioning: How to hold on for the ride
PCE inflation steady but elevated
Equities favored as outlook brightens
The changing makeup of the Global Market Portfolio
Six investment trends the summer has revealed
Credit spreads signal confidence and risk
The evolution and future of fixed income
Fed dissent signals policy shift ahead
What to Know About the Dutch Pension Reform
Skilling Up During Disruption
2025 European Wealth Manager Survey
Trimming risk, staying constructive
Featured Insights
The yield curve's message for equity markets
Forward-Looking Climate Metrics in Corporate Bond Portfolios
The rise of the Core-Satellite approach in fixed income portfolio construction
US government layoffs raise labor market risks
How gold hedges policy uncertainty when Fed leadership changes
US rate cut likely despite growing doubts
Elections
US small-caps in focus
Q2 2025 Cash Outlook
US industry shows signs of revival
Nature and biodiversity: investor objectives for risk and opportunity
Fed set for January hold
How to invest in crypto without buying crypto
SAFI turns 2: Delivering consistent alpha, controlled risk
AI comes for marketing
USD to stabilize; JPY unresponsive to BoJ
The US Dollar Free Lunch Is Over. What Now? CHF Investors
India IT adapts to the AI shift
Are yields entering a new phase?
Three surprises for 2026: The curse of consensus in a market built on uncertainty
Building a Tactical Asset Allocation Overlay With Derivatives
2024 ETF Impact Survey
Our Annual Task Force on Climate-related Financial Disclosures (TCFD) Report is Here
Powell hints at rate cuts at Jackson Hole
How to Position for Geopolitical Shocks During Trump 2.0
The power of information ratio (IR) in active management
High uncertainty doesn’t mean indefinite Fed inaction
From “Gratuity” to “Opportunity”: Why we believe the Gulf States are ready for Defined Contribution
How AI is reshaping emerging markets equities
Private credit dispersion: Rising stress, not systemic disruption
Emerging Market Debt Commentary: Q3 2025
Emerging Market Debt Commentary: July 2025
Get ahead of the Fed: Financials may get a boost from rate cuts
Market Forecasts: Q3 2025
The future of crypto: Why smart investors are backing the ecosystem
The path ahead for GCC equities
Equities remain our top preference
Market Forecasts: Q1 2026
3 Global High Yield Myths That Just Don’t Hold Up
Labor market softness deepens
Emerging Market Debt Commentary: Q4 2025
Emerging Market Equities Outlook Q1 2026
Climate Transition Corporate Bond Beta Investing Approach
Investment trends among sovereign wealth funds
Brace for a volatile summer
Weak US jobs data likely seals September rate cut
Emerging Market Debt Commentary: August 2025
Japan: Weighing the equity landscape
A Better Macro Policy Framework for Europe
Long-Term Asset Class Forecasts: Q1 2026
Forward with focus
The Top 5 Themes for the US Market in 2026
Emerging Market Debt Commentary: February 2026
2025 Global Retirement Reality Report: Canada Snapshot
Why the global macro data crisis is everyone’s problem
The Gulf's capital transformation
Iran conflict overshadows mixed global data
No real joy in the UK Budget
Markets still view Fed independence as intact—here’s why
Why invest in actively managed ETFs?
US labor soft, but no acute stress
AI meets accountability
Emerging Market Debt Commentary: November 2025
US inflation mixed, labor data worsens
US inflation supports September rate cut
The Case For Enhanced Active Strategies
Sustainability in LDI
2025 Global Retirement Reality Report: Australia Snapshot
ECB Cuts Rate and Signals More Easing
The US Dollar Free Lunch Is Over. What Now? EUR investors
Iran war complicates global policy outlook
Volatility Guardrails for Uncertain Times
Consistency as a compass in emerging market equities
China’s market disconnect
US macro data stronger than expected
Why have convertible bonds outperformed equities in 2025?
EMEA asset owners turn to nature-linked bonds for positive outcomes and returns
Decoding Market Regimes Machine Learning Insights into US Asset Performance Over The Last 30 Years
Safe havens reimagined: Saudi bonds surge as Treasurys falter
MPFL Section 172 Statement
US inflation data supports Fed rate cut outlook
Why Institutions in the Middle East Should Consider Tactical Asset Allocation
The Rise of Sukuk from Shariah Roots to Global Opportunity
The case for collateralised loan obligations for European investors
Digital assets: The next frontier for markets and investors
Stewardship Report 2024
2024 US Retirement Reality Report: US Snapshot
Global Equities: Balancing Risks and Opportunities
Fed on hold, but for how long?
Emerging Market Debt: Enhancing a Global Bond Portfolio
Global Growth Dips Amid Uncertainty
Diversification in focus: JP Morgan announces changes to EMD benchmarks
EMD Hard Currency
History rhymes again
Why the AI CapEx cycle may have more staying power than you think
Tariffs Test S&P 500 Margins
Quality continues to offer investors an opportunity in US equities
US payrolls data feels like fake resilience
Mixed Signals, Murky Outlook
The Markets
Global High Yield Update – Q1 2025
US small-caps: primed for potential upside
Q2 2026 Credit Research Outlook
Global Shariah equities: Quality investment for the future
Climate Transition U.S. Corporate Bond Beta Strategy
How AI is transforming investment management: State Street’s strategic approach
Are Foreign Investors Really “Dumping” US Treasury Bonds?
“Sanaenomics”: A Truss or a Meloni moment?
SDG integration into systematic portfolios
Trump’s Trade War: What’s the Endgame?
Hawkish Words, Dovish Moves
Long-Term Asset Class Forecasts: Q3 2025
2025 Global Retirement Reality Report: UK Snapshot
Appetite for Risk Wanes
No Letup in Capital Expenditures
Nature as an asset: the relevance of biodiversity for investors
Takaichi’s policies fuel Japan’s market rally
US retail sales and confidence weaken
Market trends
Iran war: Energy normalization drifts further away
Q1 bond market outlook for ETF investors
US labor market signals persistent softness
Why It’s Time for China Equity to Go Solo
Why bitcoin institutional demand is on the rise
Global High Yield Update—Q2 2025
Tariffs Put Global Economy at Risk of Recession
What does the divergence in US soft and hard data mean?
Reducing underweight in US Agg
An enhanced approach to broad Emerging Markets equity exposure
Convertibles Tough Out Trump Mega Volatility
From defensive to dynamic: Utilities enter a new era of growth
Looking for a Signal in the Noise
The Rise in Systematic Credit Investing
Waiting for the small-cap resurgence
Middle East conflict: Is an end in sight by April?
State Street Global Advisors Rebrands as State Street Investment Management
Emerging Market Debt Commentary: Q1 2025
Integrating climate risks & opportunities into Systematic Active Fixed Income strategies
Identifying Sustainable Outcome Investments
What’s driving S&P 500 valuations now?
Beyond AI: The broadening of equity market leadership
The US Dollar Free Lunch Is Over. What Now? EUR Investors – Dutch Perspective
Temporary Rise in US Inflation Ahead
Emerging Market Debt Commentary: April 2025
The One Question Series: You Ask. We Answer.
Should you be worried about Fed independence?
India in 2025: A tale of contrasting risk perception?
The US Dollar Free Lunch Is Over. What Now? NOK investors
Global growth under pressure from energy risks
February payroll shock flags AI job loss risk
Climate Transition Euro Corporate Bond Beta Strategy
Eurozone sovereigns: Selective immunity from the post-pandemic fiscal strain
Indexed Fixed Income: Targeting Precise and Reliable Outcomes
How to invest in AI
A New Leadership Era: Institutional Meets Individual
US labor market softens, Fed rate cut likely in December
Global Retirement Reality Report
Unlocking opportunity in the leveraged loan market
Mapping the sustainable investing spectrum of capital
Q4 2025 Credit Research Outlook
What the US government shutdown means for markets and the economy
USD rebounds to neutral
GCC reforms spark resilient market growth
Why we don’t trade headlines: Systematic investors rely on core risk controls
Global High Yield Update: Q3 2025
Reevaluating the India Equity Opportunity
The Consequences of the Global Liquidity Crisis for Emerging Markets Investors
Investing in the intelligence economy: AI opportunities across global sectors
How the Iran War could impact Australia’s infrastructure
Hedging China bond exposures: strategic considerations
Stewardship Activity Report: Q4 2024
US inflation returns to historical sweet spot
Strategic Asset Allocation with Alternative Investments: An Integrated Approach
What’s New in Multi-Asset Investing? A Q&A with Alexander Rudin, Ph.D.
Return expectations from the Global Market Portfolio
One Question Series: How Can Fixed Income Help Manage Uncertainty?
Fed cuts rates again, December move uncertain
Hawkish Fed supports USD
Beyond Oil: Saudi Arabia Bonds Emerge as a Compelling Investment
Venezuela after Maduro: Oil, global power, and the ripple effects for markets
Optimizing your emerging markets equity portfolio
Considerations for a long-dated US Treasury exposure
Why are Public Pension Funds re-thinking allocations?
Scope 3 emissions in investment decision-making: An analysis
Capital Adequacy Disclosures
Systematic High Quality Corporate Fixed Income: Factors Steady the Ship in Turbulent Seas
Real assets insights: Q4 2025
Understanding Money Market Funds
SSGAL Section 172 Statement
Systematic High Quality Corporate Fixed Income: Q3 2025 Commentary
Monthly Cash Review - GBP
Grey Swans 2026
Defensive factor strategies taming the US equities bear
Making Sense of the Current US Treasury Market
Mixed data does not preclude rate cuts
Euro, yen gain as dollar weakens
Long-Term Asset Class Forecasts: Q2 2025
Quality’s role amid equity market uncertainty
The whole truth behind the Fed’s rate cuts
We raise our global growth forecast
Tariffs, Transshipping, and the Trouble with Vietnam
Is Exorbitant Government Spending the Key to Stock Market Prosperity?
Trim equities, add duration
More gleam for gold in the Global Market Portfolio
Thriving through turbulence: European small-caps surge
European Aristocrat Strategies
Navigating the concentration conundrum: A Core-Satellite approach to active equity investing
Fed holds steady amid rising labor concerns
GCC countries and India: A new era of economic collaboration
How is AI reshaping emerging market equity opportunities?
Big Beautiful Bill brings tax clarity
Fixed income ETF fact v fiction
Japan’s “Truss Shock": A market scare, but not a systemic crisis
A new era of monetary and fiscal policy or back to the future? What investors should know
Q2 2025 Credit Research Outlook
How JGBs outshine G4 peers on term spreads
Energy‑led risks under watch
Investing in Uncertain Times
Tokenization of assets: How it’s reshaping finance and markets
CAD, NOK poised to outperform
Reduce Allocation to European Equities
How Fixed Income Can (Still) Provide an Anchor to Windward
Next Fed Cut Could Be in July, Not June
One Question Series: Should I Consider Systematic Active Fixed Income?
Supreme Court IEEPA tariff decision could raise market risk
How is the GCC positioned for the global AI race?
Building resilience with private CRE
The US Dollar Free Lunch Is Over. What Now? SEK Investors
Improving fixed income portfolio resilience with leveraged loans
The US Dollar Free Lunch Is Over. What Now? USD investors
We Maintain No-Recession Call Despite GDP Data
2025 markets rally through turbulence
NOK shows promise, CAD faces pressure
The Gulf shock: Energy supply, markets, and macro spillovers