Research
- Historical Bond Market Returns (1999 – 2009) (PDF)
Dwight Asset Management Company, June 2009
A ranking of annual returns of Lehman Brothers Indices over the last ten years
- Dwight Strategy Update: Incorporating TLGP Bonds and Agency Debentures into High-Quality Mandates
Derrick Wulf, CFA, Portfolio Manager, December 2008
An update on Dwight's approach to managing high-quality mandates in the current market environment
- CMBS Market Update (PDF)
Derrick Wulf, CFA, Portfolio Manager, November 2008
A brief overview of the asset class, an update on recent events, and our view on the sector.
- The Evolving Risk / Reward Landscape
Derrick Wulf, CFA, October 2007
An evaluation of the similarities and differences between the credit crisis of 1998 and 2007
- The New Face of Leverage in the Financial System
Derrick Wulf, CFA, April 2007
An analysis of the use of leverage through new financial products and associated risks
- The Importance of Credit Analysis in Today's Corporate Landscape
Scott McIntyre, CFA, October 2006
A discussion about the importance of credit analysis in an environment of historically tight yield spreads, heightened event risk, and the entrance of additional financial players such as hedge funds
- Clouds in the Crystal Ball: Has the Yield Curve Lost Its Predictive Power?
Jane Caron, CFA and Derrick Wulf, CFA, April 2006
A discussion of how in this current cycle, the flattening of the yield curve has occurred for atypical reasons, which makes historical comparisons tenuous
- Building a Better Pension Plan PDF
Dwight Asset Management Company LLC and Analytic Investors, LLC, Summer 2009
In this paper, Dwight Asset Management Company LLC and Analytic Investors, LLC explore the benefits of an innovative LDI approach that pairs a long credit fixed income portfolio with a minimum volatility equity strategy.
- Revitalizing Stable Value: Evolving Financial Markets Call for a New Approach PDF
Matt Gleason and Andy Apostol, April 2010
Dwight has analyzed the current market dynamics, back-tested various investment strategies, and engaged industry stakeholders to develop a new approach to stable value that will lead the industry into the next decade. By altering the fundamental stable value portfolio structure and introducing a standardized, finite maturing wrap component, the approach aims to reduce overall risk, unlock wrap capacity and increase flexibility for plan sponsors.
Copyright 2010 Dwight Asset Management Company
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