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Swiss fund seeks ideas for domestic equity restructure via IPE Quest

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A large Swiss pension fund is to review its domestic equity allocation and is hunting for quantitative ideas via IPE Quest’s Innovation service.

Search IN-2427 is aimed at improving the investor’s risk-return ratio while keeping the level of risk the same, relative to its current passive allocation to Switzerland’s equity market.

The fund will keep part of the allocation passively invested, tracking the Swiss Performance Index (SPI), but wants to exploit “information inefficiencies” in the market. The SPI is down 5.2% this year in local currency terms.

According to the search, the pension fund believes in a quantitative active management method developed by BlackRock’s Richard Grinold and Ronald Kahn, and first published in 1994.  

Short positions are not permitted and the use of derivatives is not desired, the investor said.

The deadline for responses is 17 April. 

IPE Quest Innovation was launched last year and enables investors to request proposals from asset managers when looking for new investment ideas or innovative solutions to their investment problems or queries, without requiring it to be within a traditional asset class.

Innovation can also be used to request advice on technical or other issues within a portfolio.

The service is free for investors and asset managers.

The IPE news team is unable to answer any further questions about IPE Quest, Discovery, or Innovation tender notices to protect the interests of clients conducting the search. To obtain information directly from IPE Quest, please contact Jayna Vishram on +44 (0) 20 3465 9330 or email jayna.vishram@ipe-quest.com

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IPE QUEST

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IPE Quest is a manager search facility that connects institutional investors and asset managers.

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