Publications
 
A Return to the Era of Quality Bond Investing
Why did so many bond managers disappoint dramatically in a year when investors needed them most?  Timothy Johnson, Ph.D. explores how the convergence of two dangerous trends brought investors to this point and how we are on the cusp of a return to an era of quality bond management.   read more     

Evaluating Risk Among Fixed Income Managers
While a useful tool, standard deviation does not tell a complete story regarding the risk profile of a fixed income portfolio because it focuses on all volatility.  Dale Coates explores the use of two additional measures that separate good volatility from bad volatility to more effectively evaluate risk among fixed income managers.  read more    

Make Your Cash Work For You
Tremendous opportunities abound to boost the yield of cash portfolios. Jason Jackman discusses the fundamentals of cash management which ensure safety of principal, but allow for substantial yield enhancement. read more

Why Index When You Can Enhance?
Synthetic enhanced indexing strategies have proven to be superior to the market over time.  Dale Coates supports synthetic strategies compared to either traditional indexing or stock picking strategies.   read more   

Embrace Boredom
By most accounts, the bond market was a bit too exciting in the second half of 2007.  Kurt Terrien explains the attributes of "boring" bond management in achieving client's bond allocation objectives.   read more    

Quarterly Updates

June 2010
March 2010
December 2009
September 2009