Asset Class Research

Growing interest in customized separately managed accounts means new SMA providers are popping up to meet demand. But not all SMA providers are created equal.

Jeff Weniger analyzes sector exposure to determine whether the value trend could continue.

The intuitively appealing substitution of natural resource stocks for a futures-based commodity exposure offers a less effective solution for both inflation protection and diversification.

Alejandro Saltiel discusses why a dynamic approach to managing currency risk can be a significant source of value.

Three questions and answers about retirement income in a low-rate world.

Beneath the surface there were seismic shifts in market leadership that suggest investors are becoming increasingly cautious in their positioning.

Listen to a replay of our third quarter 2019 Litman Gregory research team webinar. Topics covered (among others): deconstructing international stock returns, the repo market, the presidential election, ESG models.

Get a detailed review of each U.S. state’s creditworthiness in this annual report from our municipal research team.

Recent stress in repo markets reflect the confluence of a shrunken Fed balance sheet amid steady economic growth and increasing capital and liquidity regulations on banks.

One of the reasons we are focusing on dominant companies is that we feel we are moving toward more of a "winner take all" economy.