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Blending Quant and Fundamental Portfolio Construction Inputs

stock market investment graph with indicator and volume data.

The SSAG model provides a sector allocation framework.

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  • A Brighter – and Greener – Outlook for Insurance Asset Managers

    Low interest rates and market volatility have pushed insurance asset managers into less familiar territory during the pandemic. Though appetite for alternative asset classes and responsible investing seems here to stay.
  • How Green Is Windy City CMBS Office?

    In September 2013, Chicago’s city council and then-Mayor Rahm Emanuel adopted a building energy benchmarking ordinance that aimed to raise awareness of energy performance as well as unlock energy and cost saving opportunities for businesses and residents. The ordinance, which was fully phased in by 2016, calls on commercial, institutional, and residential buildings larger than 50,000 sf to track whole-building energy, defined as the usage of electricity; natural gas; and any other fuels to operate both common and tenant-occupied spaces. The ordinance requires information to be reported to the city annually and verified every three years by a licensed in-house or third-party professional. The law covers less than 1% of Chicago’s buildings according to Chicago.gov, but roughly 20% of total energy consumed across the city. While the ordinance does not currently require building owners to make mandatory investments, a 2019 energy benchmarking report published in April 2021 revealed $24.6 million in annual energy reduction savings between 2016 and 2019 (approximately $74 million in total) and a 15% decline in carbon emissions per building sf over the period.
  • Why Impact Investing Needs Public Debt Markets

    Their size and diversified nature can foster long‑term change.
  • Rising Yields Present a Familiar Challenge in a New Era

    Inflation concerns are highest in decades.
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