As a leading Manger of Mangers, SEI is committed to staying on the cutting-edge when it comes to investment research. SEI’s Investment Management Unit consists of seasoned investment professionals, each specializing in their own specific investment discipline. Below is a list of SEI’s recently published research.

 "Quantifying the Benefits of Relaxing the Long-Only Constraint-Intermediary"

Most equity managers need both accurate security return forecasts and the ability to transfer these forecasts into active portfolio weights in order to generate excess portfolio returns. In practice, portfolio constraints restrict many managers from transferring all of their security forecasts into active portfolio decisions. This paper looks into how the prohibition from shorting stocks, also known as the long-only constraint, is one of the most significant and prevalent portfolio constraints in the investment industry.

 "Socially Responsible Investing and Active Management"

Socially responsible investing (SRI) has received significant attention during the past several years, driven by a growing desire among investors to have their portfolios reflect their personal values. Over the last nine years ended 2003, assets managed in socially responsible strategies grew 40% faster than all other professionally managed assets1. To that same point, roughly one out of every nine dollars under professional management in the U.S. is invested in a socially responsible manner2. This surge of socially responsible inflows has not been unique to the U.S., with the number of SRI funds in Europe having grown nearly eighty-fold within the last two decades3. Despite the increased hype around SRI of late, many still may be unclear on the premise around SRI, benefits of such investing, and/or perceived disadvantages of the same.