We examine asset class and factor premiums across inflationary regimes. As periods of
deflation, high inflation, and especially stagflation are relatively uncommon in recent history …

We document several aspects of New Zealand's long-term equity returns over the 156 years
from 1867 to 2022. Remaining invested in the market has been an effective strategy …

We harvest factors—broad and persistent sources of returns—in US core fixed income in
three ways. First, we take strategic over and underweight positions in certain macro factors …

This article highlights some of the main practical errors and challenges associated with
investing in Economic and Monetary Union (EMU) government bonds and the difficulties in …

A broad range of asset pricing studies focus on the analysis of contemporaneous return
variation in international equities by employing models with observable pricing factors, and …

Inflatie is een belangrijk thema voor beleggers. Een veel voorkomende vraag is dan ook wat
de impact van inflatie op beleggingsrendementen is. Uit psychologische studies weten we …