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The Chicago Notebook

Chicago Global is an investment management firm combining defensive and opportunistic strategies into an all-weather portfolio.

Tag: Investor Beliefs

Research

Equity Market Volatility: The News Is Changing

Press reports on contributors to market volatility have long emphasized news about GDP, inflation, and other economic aggregates, but news about policy has become increasingly important.

June 18, 2019September 18, 2019Empirical Asset Pricing, Investor Behavior, Investor Beliefs, Research
Research

How Strongly Do Expectations Affect Portfolio Choices?

Investors increase the share of equities in their portfolios by about 0.7 percentage points when the return that they expect to earn on stocks rises by 1 percentage point.

June 11, 2019September 18, 2019Investor Beliefs, Life-Cycle Investing, Long-term Investing, Portfolio Management
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chicagoglobal

Chicago Global Strategies is a Cayman Islands-domiciled quantitative global factor investing fund that is created based on the guiding principles based on over 50 years of financial markets research done at or influenced by the intellectual tradition from the University of Chicago. We are committed to maintaining low fees, take a long-term efficient markets viewpoint, and deploy guiding principles in behavioral finance to create portfolios with defensive and opportunistic tilts to help clients grow their wealth over the long term.

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