This lecture argues that a diversified portfolio of core fixed income securities is an essential component of an optimal multi-asset portfolio. What's your philosophy?

Value investing has proven successful over time but it requires discipline and a long-run horizon - and disagreement remains over whether the value premium will persist. What's your philosophy?

High allocations to alternatives are often justified on the basis of return and diversification advantages. Two recent papers show that with private equity and hedge fund, it's the managers who are the real winners.

Many research papers address the investment performance of sustainable investing - few have investigated whether this form of investing actually achieves the intended good. Two papers address that gap.

Are markets efficient? Recent research suggests not, finding media impacts information dissemination, and mispricing explains the value premium.

Two recent papers provide timely insights on the market impact of behaviour that is detrimental to corporate reputation, and the impact of ever-growing passive investing on behaviour within organisations.

This view has dominated finance theory for the last 50 years or so. But prices change because people trade, and those trades leave behind a trace of all the behavioural biases people bring.

Two recent papers looking at hedge funds provide further evidence that the more proactive managers are the best performers.

Potential returns on traditional assets are falling and the search is on for different sources of attractive returns. The Australian Asset Backed Loans asset class deserves a place in many portfolios.

A fundamentally driven and benchmark unaware exposure to smaller companies within the emerging markets sector, this fund represents a unique way for investors to access emerging markets.

It is generally accepted that stock markets provide long-term outperformance over cash. However, a recent academic research paper reveals this is not the case for the majority of stocks since 1926.

Recent research examines the performance of active bond managers, and the impact of performance fees on returns of active equity funds and private equity funds.

Unlike other commonly used factors, very little research has been undertaken on the quality factor - which makes a newly released paper very interesting. Another new paper extends the usual momentum factor into "returns signal momentum".