Latest Research

While rooted in theory, our research is designed to solve the real-world challenges that investment professionals face every day. Research areas include investor behavior, asset allocation and risk, inflation, media sentiment, private equity and ESG investing.

Alternative Investments

Insights into private equity, real estate, infrastructure, and hedge fund investing

Private Equity and the Leverage Myth (March 2020)

Factors That Do (and Don’t) Explain Private Equity (December 2019)

Investing Outside the Box: Evidence from Alternative Vehicles in Private Capital (August 2018)

Big Data

Investment indicators derived from State Street’s vast internal information resources as well as our partnerships with big data start-up firms.

Enhanced Scenario Analysis (December 2019)

Adjusting for the Human Bias in Media Enhances Stock Portfolio Returns (April 2018)

Asset Allocation and Risk

Novel tools to help our clients construct portfolios for the long-term, manage liquidity risk, hedge currency exposure, devise a rebalancing schedule, manage downside risk, etc.

FX Factors and the Media (February 2020)

The Equity Differential Factor (December 2019)

When Crowded Trades Become Crowded Bubbles (November 2018)

Investor Behavior

Insights into investors' behavior biases that influence their decision-making processes.

A New Index of the Business Cycle (February 2020)

Financial Contagion Through the Lens of Media (February 2020)

Decarbonization Strategies (September 2019)

Multi-Asset Sentiment and Institutional Investment Behavior: A Cross-Asset Perspective (2014)