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Aon Hewitt Retirement and Investment Blog

MSCI EM Index Changes

Like many index providers, MSCI periodically reviews the structure and constituents of their indices. This blog discusses the recent changes to the MSCI Emerging Markets Index and additional changes forthcoming.

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Do Emerging Market Equities Still Provide Upside for Investors?

Whether you have exposure to emerging markets or not we argue in this blog that EMs will continue to be a major driver of global financial markets. We also argue that over the medium term, improving return on equity, higher economic growth, and attractive valuations will mean that emerging markets should significantly outperform developed markets.

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Fundamental Indexation: Why you might not get what you think

This blog entry highlights factor-based investing or “smart beta” with the goal of finding a better way to invest in markets than using the universal benchmark or market cap weighted index.

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Fundamental Indexation: Why you might not get what you think

This blog entry highlights factor-based investing or “smart beta” with the goal of finding a better way to invest in markets than using the universal benchmark or market cap weighted index.

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Fundamental Indexation: Why you might not get what you think

This blog entry highlights factor-based investing or “smart beta” with the goal of finding a better way to invest in markets than using the universal benchmark or market cap weighted index.

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Consolidation within the Asset Management Industry

This blog post comments on a newer phenomenon of asset managers closing its doors or merging with others. A case is made that the market conditions will lead to more of this occurring in the near future.

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Liquidity Conditions and Trading Costs around Christmas and the New Year

This post examines historical trading volumes in December for equities and investment grade credit and offers advice to investors considering implementing changes to their portfolio allocations before the end of the year.

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Minimum volatility – in a sweet spot, but for how long?

This blog highlights the strong performance, in terms of both return and risk, of “minimum volatility” strategies, particularly over the last couple of years, and examines some of the potential reasons for this. It also looks at potential future bumps in the road, such as a changing interest rate environment, elevated valuations, and possible changes in fund flows into this area.

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Do You Really Know Your Emerging Market Equity Exposure?

In this blog post we describe what appears to be a persistent issue among global and non-US equity managers; that on average, these managers underweight emerging market equity. We explain why this might be a bad time to be underweight and propose solutions for resolution. 

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130/30 Renaissance

We review the recent performance trends of “130/30” strategies, which involve a limited amount of shorting, but remain beta one (maintain equity exposure). While a surface look at recent performance in databases seems favorable, a deeper dive serves as a reminder that that there is no panacea in the search for alpha and that one is required to identify truly skilled managers in less efficient asset classes. 

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