Nelson Yu, CFACIO—Investment Sciences and Insights 24 Years at AB 28 Years of experience Nelson Yu is CIO of Investment Sciences and Insights, which brings together resources in data science, quantitative research, corporate access, risk and execution to deliver differentiated insights to AB’s equity investment platform. He has more than 20 years of experience generating investment success in global equity markets by joining fundamental research with rigorous quantitative methods. Yu joined the firm in 1997 as a programmer and analyst, and served as head of equities quantitative research from 2014 until 2021. He was previously a supervising consultant at Grant Thornton. Yu holds a BSE in systems engineering from the University of Pennsylvania and a BS in Economics from the Wharton School at the University of Pennsylvania, and is a CFA charterholder. Location: New York
November 20, 2019 Remastering Volatility: Reducing Noise in Equity Allocations by Christopher Hogbin, Chris Marx, Nelson Yu Volatility is a challenge that has vexed equity investors for decades, yet its root causes are often misunderstood. Understanding how a company’s business profile determines a stock’s risk can help investors prepare for uncertainty and make better decisions when market turbulence strikes. Equities, Volatility Likes 1 SHARE Bookmarks
June 28, 2019 Combining Big Data and a Human Touch for Equity Insights by Nelson Yu, Christopher Hogbin Figuring out how to use big data is the next frontier for the asset-management industry. Equity investors must have the right culture—and ask the right questions—to successfully integrate data science into research and investment processes. AB IQ, Equities Likes 0 SHARE Bookmarks
April 16, 2018 Safety Stocks: Mind the Debt by Nelson Yu Rising rates are adding new risks to equity markets. Stocks of companies that are saddled with debt have underperformed recently. And leverage is especially high in sectors widely seen as safe havens. Equities, Volatility Likes 0 SHARE Bookmarks
February 07, 2017 The Passive Investing Pandora’s Box by Scott Krauthamer, Nelson Yu As passive investing has become increasingly popular, the number of indices that track stocks has exploded. More portfolios are being built to track a wider range of exotic indices. But do investors really know what they’re getting? Active & Passive , Equities Likes 0 SHARE Bookmarks
December 13, 2016 Smoothing the Ride in European Equities by Tawhid Ali, Nelson Yu Risk appetite has returned to European equity markets. Is there a way to capture the rally of value stocks while mitigating risks across an unsettled region? Focusing on cash flows can make the difference. Equities Likes 0 SHARE Bookmarks
November 17, 2016 Beyond Face Value in European Equities by Tawhid Ali, Nelson Yu European value stocks have rallied recently. But identifying cheap stocks with recovery potential is still extremely difficult. It’s time to consider new approaches to discover attractively valued equity opportunities across Europe’s complex market landscape. Equities Likes 0 SHARE Bookmarks
January 07, 2016 Passive or Active Equities: Why Choose Just One? by Dianne Lob, Nelson Yu Passive investing is popular—but it isn’t risk free. By combining active and passive approaches in an equity allocation, we think investors can effectively reduce risk relative to a single manager and also enjoy better returns than those of the benchmark. Equities Likes 0 SHARE Bookmarks
December 03, 2015 New Paths to More Consistent Equity Alpha by Dianne Lob, Nelson Yu Every investor approaches the equity market with a different goal—and faces a wide array of portfolios to choose from. Our research suggests that high-conviction equity strategies can be combined to achieve more consistent outcomes with better risk-adjusted returns. Equities Likes 0 SHARE Bookmarks
November 19, 2015 Is Active Share Losing Its Luster? by Dianne Lob, Nelson Yu Investors are starting to think twice about active share. It’s about time. While active share is important, our research shows that it is just one of several ways for skilled equity portfolios to express high conviction. Equities Likes 0 SHARE Bookmarks
November 05, 2015 Maintaining Conviction in Stormy Markets by Dianne Lob, Nelson Yu Investing with conviction might seem easy when markets are calm and the outlook is clear. But as recent volatility reminds us, that’s rarely the case. The good news is that investors can prepare by understanding the performance patterns of high-conviction strategies. Equities Likes 0 SHARE Bookmarks
October 26, 2015 Conviction Adds Clarity in Complex Markets by Sharon Fay, Dianne Lob, Nelson Yu It’s never easy to know exactly how an active manager generates returns in complex equity markets. High-conviction strategies can provide greater transparency about the sources of returns—and help create more consistent equity outcomes. Equities Likes 0 SHARE Bookmarks
June 01, 2015 Sharpening Conviction in Equity Allocations by Dianne Lob, Nelson Yu Across the capital markets, it’s getting harder to find returns. But don’t despair. By taking a fresh look at high-conviction strategies, we believe investors can discover more effective active routes within equity allocations to reach diverse destinations. Equities Likes 0 SHARE Bookmarks
December 05, 2014 Five Ways to Tackle Risk in Emerging Equities by Nelson Yu, Morgan Harting Emerging-market (EM) equities are far more turbulent than their developed-world peers. But there are several things investors can do to capture the attractive return potential while reducing volatility. Staying active is the lynchpin for success. Emerging Markets, Equities Likes 0 SHARE Bookmarks