A Discussion Note on the market for investments in syndicated loans.
In this note we survey the academic literature and provide empirical evidence related to the carry trade in foreign exchange markets.
In this note we present a review of construction practices and performance of global equity benchmarks from the perspective of a large long-term global asset owner.
In this note, we survey the academic literature and provide empirical evidence related to time-series momentum strategies in the futures markets. We find that this phenomenon is remarkably consistent across 47 diverse futures contracts in our study, and it has led some to consider time-series momentum an asset pricing anomaly.