All IPE articles in April 2011 (Magazine) – Page 3
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Features
EDHEC-Risk Indices in institutional investment management: results of a European survey
Noël Amenc, Professor of Finance, EDHEC Business School, Director, EDHEC-Risk Institute Felix Goltz, Head of Applied Research, EDHEC-Risk Institute Lin Tang, Research Assistant, EDHEC-Risk Institute
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FeaturesEDHEC-Risk Institutional investors’ views on exchange-traded funds
Felix Goltz, Head of Applied Research, EDHEC-Risk Institute and Director of Research & Development, EDHEC-Risk Indices & Benchmarks Lin Tang, Research Assistant, EDHEC-Risk Institute
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Features
Signs are up for ESG
More than 70% of respondents to this month’s Off The Record survey stated their fund had an ESG policy. A Dutch fund commented: “Our participants put a lot of attention on sustainability. We have a long-term view and believe sustainability is an important theme, [and] have included it in our ...
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Special Report
Longevity: Uncertain life expectancies
In the Netherlands, sharply rising life expectancies have been an issue since 2009. Every pension fund is using its own numbers, and the Dutch Central Bureau of Statistics (CBS) forecasts diverge from the Dutch Actuarial Association’s. André de Vos tries to sort the confusion
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Country Report
Germany: Rise and fall of funded pensions
Funded schemes for German civil servants are drawing criticism – for investment policies, low contributions or because they are being discontinued in many cases. Barbara Ottawa reports
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Special Report
Longevity: Will you still feed me?
Improving longevity is clearly a problem on the liabilities side of the balance sheet. Martin Steward looks at it as an opportunity on the assets side, both to generate return and offset risk
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Special ReportRisk Parity: Taking risk parity a step further
Wegelin & Co’s Oldrik Verloop and Frank Haeusler show how incorporating active tail-risk management in the portfolio construction process can help prevent painful surprises
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Country Report
Germany: Liberal tradition
Versorgungswerke, the odd ones out in the German funded pension system, are a successful model of funding first pillar pensions. Barbara Ottawa reports on the critical factors
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Features
Liam Kennedy: Risk handicap
“Political risk is the hardest of all to handicap”, a well-respected analyst told me recently. Many investors largely disregard the political risk factor in emerging markets after the likes of Goldman Sachs successfully propagated the BRICs narrative and the old story of ‘risky’ emerging markets and ‘safe’ developed markets was ...
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Special ReportLongevity: Live long… and prosper?
Individual circumstances can make a decade of difference to how long we live after retirement. As Sarah Harper, Kenneth Howse and Steven Baxter observe, this makes simply raising the retirement age inequitable
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Special Report
Longevity: Lives of the SAINTs
At four million, the small population of Denmark is not a reliable dataset for longevity projections. Rachel Fixsen finds out how ATP went global for a better model
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Special Report
Risk Parity: Taking the long view
In the wake of the latest market crash, the name alone garnered a lot of attention for risk parity from US investors. But as investors calm down, reassured by rising equity markets, Stephanie Schwartz asks if it has staying power
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Features
Martin Steward: Longevity risk, rewarded and unrewarded
“You must hedge your unrewarded risks!” pension funds are told. But what are unrewarded risks? “Interest rate, inflation and longevity risk, for starters.” Sure, but why do we call them ‘unrewarded risks’?
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Special ReportRisk Parity: Risk parity, risk management and the real world
AQR’s Adam Berger, Michael Mendelson and Daniel Villalon discuss risk, and the practical challenges of managing it successfully
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Special Report
Risk Parity: Missed opportunity?
Investment managers are launching risk parity funds in response to investor demand in the US market place. Matthew Roberts wonders why there hasn’t been the same level of demand in the UK
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