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Alternatives

In-depth investment research and commentary from Litman Gregory and our Research Alliance

May 09, 2018 Research Alliance Is the VIX Rigged?—Parametric Portfolio Associates

Is the VIX really vapor? Here's the rub: The media has been abuzz about the strange things going on with Cboe's long-relied-on volatility index, but it doesn't necessarily point to anything nefarious. In this blog post, we mute the murmurs and delve into the data.

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May 03, 2018 Research Alliance Warren Buffett’s Hedge-Fund Bet: Understanding the After-Tax Effect—Parametric Portfolio Associates

How does the bet look when you factor in taxes?

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Jan 29, 2018 Litman Gregory Fourth Quarter 2017 Research Q&A

In this quarter's Research Q&A, we discuss inflation, a curve-steepening fixed-income scenario, the U.S. dollar’s valuation, the effect of rising rates on arbitrage, and the recent performance of major equity factors and styles.

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Jan 18, 2018 Research Alliance Is 2018 the Time to Hedge Your (Equity) Bets?—Parametric Portfolio Associates

As we ring in 2018, many cautious investors are looking over their shoulders and asking: Is this the right time to hedge equities? Well, it depends. Your challenge is determining if the benefits associated with hedging outweigh the expected costs.

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Oct 17, 2017 Research Alliance There's Value in Volatility. Are You Capturing It?—Parametric Portfolio Associates

Find out how we harness the volatility risk premium to produce unique risk-return profiles without the normal concerns about liquidity, leverage, and cost. This is just one way that we approach non-traditional alpha.

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Sep 12, 2017 Research Alliance A Long/Short Bridge Between Stocks and Bonds—Thornburg Investment Management

Frothy stocks and well bid bonds can undercut portfolio performance if rates move higher, though long/short equity strategies can support long-run returns.

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Apr 20, 2017 First Quarter 2017 Research Call Replay

This is a replay of our first quarter 2017 Litman Gregory research team webcast, held April 20, 2017. Topics covered (among others): managed futures strategies, international asset classes and currency impacts, and a brief update on our ESG research. The presentation slides are available at the bottom of the page under Resources.

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