Leola Ross

Director, Capital Markets Research

Benefits of private assets in multi-asset portfolios

November 2020
In this paper, we explore why a competently managed exposure to illiquid assets can generate higher returns than comparable liquid assets in many market environments.

Negative screening and performance consequences

October 2018
What is the performance impact of excluding ESG securities in a portfolio? We created thousands of simulated portfolios with various exclusions to identify how–and how much–these can affect a portfolio.