Factors

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Equity Factors Macro and market Content CoE Program Global Program iStrat Fundamental Factor qualifer Active management Strategic allocation Portfolio construction Article Whitepaper
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Concentrated markets: Implications for active management, manager research, and multi-manager capital allocation

Members of our Fundamental Factor Team share research insights on the portfolio impact of benchmark concentration and highlight tools that may help, including extension strategies, passive-share analysis, and index-completion approaches.

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By

Gregg Thomas, CFA

Megan Kelly, CFA

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18 min
Article
2025-12-31
Archived info
Archived pieces remain available on the site. Please consider the publish date while reading these older pieces.
1300495341
Small cap Factors Asset allocation Fundamental Factor qualifer Strategic allocation Whitepaper
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Archived pieces remain available on the site. Please consider the publish date while reading these older pieces.

Factors to consider when allocating to US small-cap stocks

From avoiding "junk" to holding on to "graduates," members of our Fundamental Factor Team share their research insights on the pursuit of alpha in the small-cap space.

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Multiple authors

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18 min
Whitepaper
2026-05-31
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Archived pieces remain available on the site. Please consider the publish date while reading these older pieces.
544607544
Asset allocation Factors Climate Sustainable investing Article
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Archived pieces remain available on the site. Please consider the publish date while reading these older pieces.

Climate resiliency factor: Helping asset owners go “long” climate change

We aim to offer asset owners an intuitive way to integrate climate risks into their portfolios and shift their expected return profile for better potential outcomes.

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By

Christopher Goolgasian, CFA, CPA, CAIA

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Article
2024-05-31
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Archived pieces remain available on the site. Please consider the publish date while reading these older pieces.
Volatility iStrat Risk management Quick Take Factors Factor solutions Bank liquidity
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Archived pieces remain available on the site. Please consider the publish date while reading these older pieces.

Lessons from 2008: Stress testing portfolios in today’s market

While very different from 2008, the current market environment makes a strong case for portfolio stress testing. Gregg Thomas, Co-Head of Investment Strategy, offers suggestions for improving the process, including assessing factor positioning and reducing recency bias.

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By

Gregg Thomas, CFA

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Quick Take
2024-04-30
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Archived pieces remain available on the site. Please consider the publish date while reading these older pieces.
668800361
Outlook Fixed income Equity Factors Multi-manager solutions Large cap Inflation Value vs growth Monetary policy Volatility Manager selection Article
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Mid-2022 Asset Class Outlook
We offer perspectives on growth and value equities and explore ideas for shoring up your fixed income flank amid the evolving economic and market environment.
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Multiple authors

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Article
2023-07-31
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Archived pieces remain available on the site. Please consider the publish date while reading these older pieces.
884018786
Health care Thematic exposure Macro and market Energy Utilities Factors Outlook EM equity ESG Disruption
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2022 Equity Outlook
Our 2022 Equity Outlook explores opportunities in equity income and emerging markets, along with trends in health care and technology for the coming year
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Multiple authors

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2023-01-27
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Archived pieces remain available on the site. Please consider the publish date while reading these older pieces.
1160370731
Japan Equity Factors Quick Take
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Archived pieces remain available on the site. Please consider the publish date while reading these older pieces.
The fish are biting: Exploiting Japan’s inefficient equity market
Our Japanese equity team has shown Japan to be one of the world’s most inefficient markets, making it a good “fishing pond” for alpha-seeking active managers who do their homework and apply a strong investment process.
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By

Hideo Ueki, CFA

Megan Kelly, CFA

event
Quick Take
2021-12-31
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