Latest from IPE Magazine – Page 379
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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
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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Asset Class Reports
Credit: A topsy-turvy world
The financial crisis has re-arranged the contours of credit risk, writes Joseph Mariathasan. Deciding what represents low risk is the greatest challenge
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Asset Class Reports
Credit: Different dimensions of style
Joseph Mariathasan reports on a new set of indices that add a defensive/dynamic dimension alongside market cap and value/growth
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Special Report
Taking climate change in your stride
Nina Röhrbein looks at Mercer’s project to help institutional investors tailor their investment portfolios to manage the risks as well as exploit the opportunities thrown up by climate change
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Features
Credit to lending
Many pension funds canned their securities lending programmes outright in 2008 but have now recovered their nerve. However, Iain Morse argues that regulation is now likely to drive the future shape of the industry
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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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FeaturesEDHEC-Risk Alternative weighting schemes: conditions for optimality
Felix Goltz, Head of Applied Research, EDHEC-Risk Institute and Director of Research & Development, EDHEC-Risk Indices & Benchmarks Lionel Martellini, Professor of Finance, EDHEC Business School, Scientific Director, EDHEC-Risk Institute, and Scientific Advisor, EDHEC-Risk Indices & Benchmarks
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FeaturesEDHEC-Risk Efficient indexation: an alternative to cap-weighted indices
Felix Goltz, Head of Applied Research, EDHEC-Risk Institute and Director of Research & Development, EDHEC-Risk Indices & Benchmarks Patrice Retkowsky, Senior Research Engineer, EDHEC-Risk Institute and Deputy Head of Research & Development, EDHEC-Risk Indices & Benchmarks
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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
EDHEC-Risk Inflation-linked corporate bonds and the optimal design of debt programmes
Lionel Martellini, Professor of Finance, EDHEC Business School and Scientific Director, EDHEC-Risk Institute Vincent Milhau, Senior Research Engineer, EDHEC-Risk Institute
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FeaturesEDHEC-Risk Integrated approach to sovereign wealth risk management
Bernd Scherer, Professor of Finance, EDHEC Business School, Member, EDHEC-Risk Institute
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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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Special Report
Risk Parity: Nice idea, awkward reality
The tweaking and adjustments managers force upon ‘risk parity’ strategies betray the risks at the heart of the concept, writes Joseph Mariathasan
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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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Special Report
Risk Parity: Case study: ATP
Risk parity alone cannot do the trick of maximising risk-adjusted returns and minimising the risk of large drawdowns. Henrik Gade Jepsen describes the additional pillars on which ATP’s investment approach rests
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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 ReportRisk Parity: Achieving targeted returns with an ‘All Weather’ asset allocation
Bob Prince and Paul Ross discuss the approach of Bridgewater Associates, founder of risk parity
