The dollar's recent slide is one in a series of readily explicable fluctuations. Indeed, the most striking takeaway is its resiliency. The explanation is "TINA" - There Is No Alternative.

Market pricing goes to the heart of everything we do in constructing portfolios. But the risk-free rate is artificial as central bank manipulate interest rates to stimulate economies. The implications for asset allocation are significant.

John Coombe | 1.00 CE

This Research Roundtable focused on the UBS CBRE Global Real Assets strategy, with 10 senior practitioners deciding, after briefings, Q&A and debate, their individual rating for the strategy and whether to include it on a hypothetical APL and/or multi-manager portfolios. Afterwards, the meeting is truncated and published for on-demand viewing by all members.

1.00 CE

These two research papers present insights into how advisers can better assess and guide how clients think about and structure goals - including savings goals.

Rob Hamshar | 2 comments | 1.00 CE

Somehow the optimal growth/defensive asset split from the 1980s is still considered "balanced" today - never mind that for the first time since the 1930s, the cost of capital is stubbornly static at a negative real return.

Robert Prugue | 1 comment | 0.25 CE

In April, I argued equity markets might continue to rally despite the collapse of the world economy. And so they have. But in my 40 years of observing and participating in financial markets, I've learned that August is always a month to watch.

In the last two weeks, very important data on the US economy and corporate earnings have been released. These depressing data are as we had predicted. It remains true that the S&P 500 should drop by 35% from its 1 January level.

One of the most important tasks for any decision-maker is to continuously stress-test assumptions and mark-to-market their hypotheses as to how the future will unfold. Let's "nowcast" a little.

The first All Things Considered webinar was foundational. Our panel of expert portfolio construction practitioners and academics made the case for questioning our investing activities, and identified some “sacred cows” that are most consequential to investment outcomes AND in greatest need of revision.

Joe Fernandes | 1.00 CE

Sharpe proposed that active investing must be a losing pursuit in aggregate. This paper takes a critical look at that proposition, and whether it is worthwhile considering using active fund managers.

Geoff Warren | 1.00 CE

In February, I warned any number of foreseeable crises - "white swans" - including Covid-19, could trigger a massive global disturbance in 2020. Many are now in play. Why are financial markets ignoring these risks?

Research finds that SRI funds perform as well as conventional funds, ESG equity investing has outperformed in the US, and controversial stocks do best in crises.

Ron Bird | 1.00 CE

Humans categorise and form stories about their world - including their financial lives. Two recent papers emphasise the implications of mental accounting, particularly for any investment professional in a client-facing role.

Rob Hamshar | 1.00 CE

Regardless of how QSuper justifies their focus on limited advice, they cannot justify calling it advice. It is a product recommendation.

The way investors respond to the language of financial services can be influenced by using the right words, avoiding others, and structuring messages to overcome skepticism.

Gary DeMoss | 0.50 CE

What's new with our continuing education, accreditation and certification programs.

Finology Benchmarking Indices will help you benchmark your investing biases, beliefs and behaviours vs peers, to further empower your client care and practice knowledge and skills.