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