Active Quantitative Equity Quarterly

March 2019 

Podcast

Why Investor Psychology Matters in the Search for Alpha

Economic theory is based around the idea of the rational actor – but ample evidence shows that investors are susceptible to doubling down after a loss, or herding towards the overpriced, trendy security of the day. Toby Warburton explores the predictable unpredictability of investors, and how the Active Quantitative Equity team aims to exploit the market inefficiencies that result.

Commentary

Market Sentiment Is Shifting to Favor Low-Risk Stocks – Here’s What It Means for Investors

Over the past six months, market sentiment around the world has shifted to favor lower-risk stocks, providing further evidence that defensive equities may continue to outperform in the short run.

The Chart

Why Indexed Investments in Emerging-Markets Equities Are Lagging the Benchmark (and What It Means for Investors)

Although a few emerging economies are in recession, and others are currently teetering, consistently strong earnings suggest a continued opportunity for investors.

Getting to 7%

How Defensive Equities Can Contribute Value Across Market Environments

How can pension plans achieve consistent returns amid weakening return prospects and increasing equity-market volatility, if equities must remain a key driver of those returns? One potential answer involves increasing the allocation to equities, while simultaneously taking an actively managed defensive position within that equity allocation.

Team Top 5

Productivity Tips

We asked the AQE team to share some of their productivity practices and tips. Here are their top choices.

For more than 30 years, research and innovation have been at the core of our efforts to deliver outperformance for our clients.

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