Publications
Higher Correlation of multi-asset returns - temporary legacy of Covid, or permanent change?
FTSE Russell White Paper
June 2024
The Start and End of a Recession: Multi-asset Signals - Part 1
FTSE Russell White Paper
February 2023
Climate Change in Asset Allocation and Portfolio Construction
Climate Change Book
August 2022
Using IRIS+ to Build an Impact Portfolio
The Global Impact Investing Network (GIIN) Publication, February 2021
Impact Investing Decision-Making: Insights on Financial Performance.
The Global Impact Investing Network (GIIN) Publication, January 2021
Socially Responsible Investing: An Active Manager’s Perspective.
Journal of Investing, Winter 2015
Decomposition of Total Volatility: How Important is Idiosyncratic Risk?
NYSSA Finance Professional Post, September 2015
Understanding the S&P 500: This Index Offers a Lot of Global Exposure. Journal of Investment Consulting, 2013
Are all Components of ESG Scores Equally Important?
NYSSA Financial Professionals Post, July 2010
