All Equities articles – Page 79
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Special Report
Risk Managed Equities: Unmasking the wizards
AQR Capital Management tries to direct its clients’ attention away from the supposed insights of market ‘wizards’ and back on to what makes markets tick. Martin Steward caught up with some of its senior leadership in its new London office
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Special Report
Risk Managed Equities: Winning by not losing
Rich Dell and Phil Edwards explore the nature of low-volatility offerings and the challenge created by the proliferation of idiosyncratic strategies
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Special Report
Risk Managed Equities: Low-vol equities: mind the gap
Stephen Miles looks at the pitfalls between a smart idea and its smart execution
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Special Report
Risk Managed Equities: CAPE crusaders
Barclays has launched three indices based on Robert Shiller’s cyclically-adjusted price-earnings ratio for sectors. Martin Steward met the Yale academic to discuss what they bring to the growing world of ‘smart beta’
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Special Report
Risk Managed Equities: Betting on low-vol stocks
Anthony Harrington looks at the debate between minimum variance strategists and risk-efficiency strategists. Is one solution merely a staging post on route to the other?
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Special Report
Risk Managed Equities: A better mousetrap
A pioneer of the alternative indexing world weighs in with a minimum-variance product. Martin Steward talks to Rob Arnott about his latest innovation
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Asset Class Reports
Global Equities: Jam today
A low-yielding environment makes an increasingly powerful case for dividend income in pension portfolios, writes Joseph Mariathasan
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Asset Class Reports
Global Equities: Three of a kind
Martin Steward finds three managers exploiting three major investment themes in three different ways
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Asset Class Reports
Global Equities: One world
The convergence of emerging and developed markets argues for integrated global portfolios. But Joseph Mariathasan finds that investors taking this approach could miss out on the best opportunities
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Special Report
Risk Managed Equities: The funding dilemma
With its desire to de-risk and its growing deficit, the Strathclyde Pension Fund is one of many ideal candidates for the risk-managed equities experiment. Martin Steward reports on its plans
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Special Report
Risk Managed Equities: Smart beta – a cautionary tale
By moving away from the market portfolio smart beta solutions add risk, argues Jeff Molitor. Investors need to be aware of this, and of the fact that taking active risk needs to be well timed
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News
Morgan Stanley survey reveals firms with largest pension liabilities
EUROPE – Alcatel Lucent has largest liability as percentage of market cap – 140%.
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News
European pension funds lose millions on Facebook shares
EUROPE – Dutch asset manager APG, Sweden’s AP2 amoung those to suffer from share price halving.
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News
Companies with large pension deficits underperform, says Morgan Stanley
EUROPE – Companies with big deficits underperform MSCI Europe average by more than 25%.
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News
Deficits account for 5% of European company market cap, says Mercer
EUROPE – Figure up nearly 2 percentage points since 2008 as liabilities rise €220bn.
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Asset Class Reports
US Equities: Still value to be found on upside
Martin Steward finds some surprising potential for growth at the heart of generally defensive portfolios
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Asset Class Reports
US Equities: Storm clouds gather over US economy
Shaniel Ramjee worries that markets are misreading the seriousness of the US fiscal position – a situation complicated by a looming budget cut of $1.2bn
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Asset Class Reports
US Equities: Squeezing the last drops
US corporate margins have expanded impressively since the crisis. Joseph Mariathasan asks where the next wave of growth is going to come from
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News
SPF slashes equities to protect assets from possible Greek exit
€12bn Dutch railways pension fund temporarily halves equity exposure to 16.6%.
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Asset Class Reports
European Equities: Staying in style
Surprisingly, Martin Steward finds that it was just about possible for pan-European contrarian value to hang in there during 2011’s quality-growth world
