Asset Allocation – Page 57
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FeaturesIPE Quest Expectations Indicator May 2020
Using last month’s model of the statistics on daily new cases as an early indicator and daily case mortality as evidence of policy change, the 21 April situation looks like:
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FeaturesAhead of the curve: Can the system win in EMs?
Systematic investment models have been commonplace in equity markets. Can they generate returns in emerging market debt?
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AnalysisFixed income, rates, currencies: Thinking on one’s feet
The enormous scale of national lockdowns has made it hard to keep abreast of all the extraordinary monetary interventions and fiscal support packages worldwide.
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News
Singapore’s GIC creates private asset investing framework with PGIM
‘Liquidity risk one of the most critical, but least quantified risk dimensions in portfolio construction’
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News
UK local authority pool seeks specialist China equity manager
Border to Coast has a £200m-£300m mandate to award
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News
Australia’s Future Fund makes a A$5.7bn Q1 loss
The fund prioritised reducing its exposure to illiquid assets
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News
Increased credit allocation could improve schemes’ liquidity, says AXA IM
Expect equity to remain volatile with a ’significant risk of a second leg down’
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News
Japanese government fund preps move into bonds, EM infra
Considering a fund-of-funds manager as part of its global infrastructure strategy
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News
Ministry advised to ensure Sweden’s AP funds can attract talent
McKinsey report says broader investment mandate means more demand for specialists
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News
Ahold scheme funding slumps despite 22.6% return
The pension fund incurred a 2.2% loss on its currency hedge
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News
PFA pumps $500m into US residential assets
Danish pensions heavyweight buys 49% stake in “high-growth markets” $1.05bn portfolio
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NewsCOVID-19 commentary: rebalancing in bear markets, rethinking SAA
Aon says ‘disciplined rebalancing’ is the right strategy, BlackRock says now’s the time to rethink SAA
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News
PGB limits crisis impact due to put options
The fund reduced its equity portfolio from 49% to 39% at the start of this year
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News
Japan’s government fund increases foreign bonds by 10%
Fund pulls back on domestic government bonds exposure for the next five years
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News
MP Pension uses equity doldrums to close €482m short futures
Danish pension fund still sees light at end of tunnel - but tunnel is long, says CIO
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NewsAon: Alternatives, ESG integration struggling for DC foothold
Consultancy finds surprising and ‘underwhelming’ results in DC survey
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Velliv keeps shares underweight despite long-term return prospects
Chief strategist says share price falls, aid packages boost long-term picture
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FeaturesIPE Quest Expectations Indicator: April 2020
This months’ figures were collected before the successive stock-market slumps.
