The definition of strategic expected returns on assets - i.e. over at least a 10-year period consistent with the duration of pension funds' liabilities and independent of tactical views expressed over a horizon of a few months - is particularly important for institutional investors. It helps them

For companies that operate outside their home countries, revenues, profits and asset values are affected by the geographic distribution of their operations. Traditional means of classifying and analysing a firm, based on the country of its headquarters or the exchange on which its stock is traded,

Periods of market upheaval and economic recession are typically characterized by investor flight to quality. In times of uncertainty and fear, many investors either reduce their exposures to equities overall, or sell off their "riskier" equity holdings, such as small cap or deep value stocks. During

The so-called Great Moderation in economic performance in the years leading up to the 2008-2009 recession featured broadly stable inflation at satisfactory levels in the US and other developed countries.

This study examines the relative ability of the Russell Stability Indexes to identify company risk. The sample used covers the period from 1996 to 2011 and comprises 39,577 company-year observations. The sets of tests used, based on three weekly correlated proxies for company risk, all found that

Over the past month, risky assets nosedived on the back of more disappointing high frequency macro-economic data and, even more importantly, the unpleasant reminder of how important politics can become. While French elections provided no surprise, Mr Hollande’s negotiations with the German

The global series of the Russell Stability Indexes™ , like its U.S. counterpart, divides equity markets into defensive and dynamic components, which measure an important third dimension of style™ – stability. Stability indexes lend flexibility to benchmarking managers and help increase investors'

In this paper we revisit the Russell Frontier Europe Index as constituted at December 31, 2011, and examine the index’s performance, constituent, size and sector characteristics relative to developed, emerging and aggregate frontier markets

Consideration of a stocks’ price volatility is usually an important factor in investment decision making. However, it is only a part of the story when it comes to assessing a stock’s risk.

At the time of writing the paper, Russell Indexes were increasingly concerned about market conditions in Greece, which since 2001 has been designated a developed market within the Russell Global Index (RGI) country classification system.