Andrew Capon

  • Labour compensation as a share of US GDP
    Asset Class Reports

    Outlook: Inflation naysayers versus the Comeback Kid

    September 2021 (Magazine)

    The effect that even moderate levels of inflation can have on investments means its possibility should not be treated lightly

  • Features

    Spring cleaning your portfolios

    January 2008 (Magazine)

    Too many pension fund portfolios get cluttered up with unwanted exposures. Optimal rebalancing offers a way for asset owners to get back to strategic asset allocation weights in a highly cost-effective way. Andrew Capon and Sébastien Page explain how it works

  • Features

    New ways of looking at risk

    March 2006 (Magazine)

    John Maynard Keynes wrote in 1924 that, “in the long run, we are all dead”. Existential concerns of a rather more pressing nature afflict pension funds in the Europe and the US as they wrestle with a combined shortfall of more than $600bn (€504bn). The ‘perfect storm’ of falling equity ...