Negative interest rates are back! Should portfolio managers change their game plans because of them?
Do companies with high environmental, social, and governance (ESG) ratings outperform their lower-ranked counterparts?
After analyzing small-cap biotech data from 2007 on, Akash Goyal has found that higher hedge fund ownership is positively correlated with forward returns and that stocks with higher short interest are correlated with negative forward returns.
Why do investors keep investing in government bonds despite extremely low yields?
How much should a taxable bond portfolio hold in tax-exempt US municipal bonds? Benjamin Doty, CFA, offers his analysis.
An unorthodox solution to the US retirement crisis from Sloane Ortel; a discussion of Nobel laureate Richard H. Thaler’s contributions to economics by Lauren Foster; and an analysis of the value of self-awareness by Jim Ware, CFA, are among the top EI posts from October.
A “silly but totally legitimate” action may hold the key to shoring up America’s retirement finances. Sloane Ortel explains.
In Bangladesh, analysts contend with interest ranges instead of interest rates because of a well-intentioned savings program gone wrong. Sloane Ortel and Asif Khan, CFA, take a look at what’s happened and what can change.
Jason Voss, CFA, curates a holiday edition of Weekend Reads for Investors. Selections examine the inefficiency of bitcoin, the momentum effects of market indices, how marketers manipulate you, and more.
The framework of investing a dollar and then earning a succession of pennies is ubiquitous. But it has limitations. A recent bank scam in India illustrates this point, writes Shreenivas Kunte, CFA.