Latest Special Reports – Page 88
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Special Report
The Euro-Zone: A rising tide
A flood of global liquidity is floating all of the euro-zone’s boats – even those, like the Netherlands and France, whose economies have taken a turn for the worse. Lynn Strongin Dodds looks at the dynamics
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Special Report
The Euro-Zone: Understanding sovereign spreads
Lorenzo Naranjo and Carmen Stefanescu argue that European sovereign spreads are all about the flight to liquidity, not the flight to quality
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The Euro-Zone: The Cyprus syndrome
Helen Fowler finds the risk-reward balance across European bank debt changing rapidly following recent resolutions
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Top 400 Asset Managers: Outcomes revolution in investment management and pharmaceuticals
Mitesh Sheth outlines what investment managers can learn from the transformation taking place in the pharmaceutical industry
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Special Report
Top 400 Asset Managers: Diamonds and duds – a poll apart
Roger Price-Haworth reviews the results of the sixth AIMSE International diamonds and duds poll, and considers how views have changed
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Top 400 Asset Managers: Will the quants strike back?
Fabio Cecutto argues that a simpler quant manager could be a smarter quant manager.
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Special Report
Top 400 Asset Managers: Is smart beta all that smart?
There is no Holy Grail in investing, and new ideas have their limitations, argues Amin Rajan
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Special Report
Top 400 Asset Managers: Bonus caps for fund managers
Proposals to cap UCITS managers’ remuneration will be counterproductive, according to Nitin Mehta
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Special Report
Top 400 Asset Managers: Taxing financial deals
There is a compelling case for excluding investment funds from the scope of the financial transaction tax, write Camille Thommes and Susanne Weismüller
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Special Report
Top 400 Asset Managers: The client is (becoming) king
Jackie Alvarez argues that more efficient use of technology can help asset management firms as they seek to better serve clients
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Special Report
Top 400 Asset Managers: The challenges posed by a rapidly changing pensions landscape
Nigel Birch and Nils Johnson see an increasing bifurcation between product specialists and solution providers in the asset management industry
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Special Report
Top 400 Asset Managers: East Asia shows growth potential
East Asian markets are likely to experience high growth potential, according to Aymeric Poizot, with multi-asset and international funds most likely to attract growing flows
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Special Report
Top 400 Asset Managers: Swiss work on their kerb appeal
Peter Grünblatt asks whether recent measures in Switzerland – known primarily for private money – can raise its profile and appeal as a centre of asset management
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Special Report
Risk & Portfolio Construction: Un-mixing the market ingredients
Breaking down asset class into their respective common factor risks seems to yield real analytical insights. Martin Steward asks what investors should do in practice with those insights
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Special Report
Risk & Portfolio Construction: Theory and practice
A survey conducted in September 2011 by Allianz Global Investors suggests that at least one-third of European institutional investors see the merit in analysing portfolios by risk categories as opposed to asset classes.
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Special Report
Risk & Portfolio Construction: Optimising the risk factors
One of the most popular ways of implementing the insights that come from analysing portfolios according to risk factors rather than asset classes is ‘risk parity’.
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Special Report
Risk & Portfolio Construction: Portfolio dynamics
Jepser Kirstein sketches the profound changes in institutional portfolio design over recent years – and notes that a better understanding of risk enables investors to increase as well as decrease it
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Special Report
Risk & Portfolio Construction: 21st-century portfolio construction
Dan Mikulskis makes the case for a risk-parity approach to constructing portfolios of liquid risk premiums
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Special Report
Risk & Portfolio Construction: Villain with a role to play?
If you want to maintain decent returns with genuinely diversified risks, some practitioners insist that leverage is a necessity. Joseph Mariathasan finds out why, and looks at the counter-argument from multi-asset strategists who disagree
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Special Report
Risk & Portfolio Construction: ‘It’s not overly quantitative’
Look at how SAUL’s financial reports represent its asset allocation and you quickly realise that it does not think about that allocation in terms of asset classes, but in terms of strategies designed to meet well-defined objectives related to its funding position. There is the common split between ‘risk-reducing’ assets ...
