Pension Fund Strategy – Page 162
-
News
Danish pension funds join forces for push into alternatives
New collaboration enters alternative-credit agreement with Goldman Sachs
-
News
Germany's WPV restructures portfolio to focus on real assets
Pension fund for accountants moves to strengthen in-house staff
-
NewsPension Protection Fund wins IPE’s Best European Pension Fund Award
Industry veteren Peter Borgdorff wins Gold Award for Pension Fund Personality of the Year
-
News
IPE Awards Seminar: State Street calls on pension funds to revisit illiquidity measures
Norwegian oil fund to apply asset manager’s new illiquidity assessment to €560bn portfolio
-
News
UK fiduciary management survey shows increase in full delegation
Assets run by fiduciary managers on fully delegated basis stand at £29bn, says KPMG
-
News
Pension Protection Fund wins IPE's Best European Pension Fund Award
Industry veteren Peter Borgdorff wins Gold Award for Pension Fund Personality of the Year
-
News
Pension fund for Dutch 'flexworkers' shelves plans to launch PPI
Scheme cites complicated process for obtaining necessary licence
-
News
Local-investment initiatives get lukewarm reception from Dutch industry
Experts debate effectiveness of new NII, NHI investment institutions
-
NewsLow interest rates pushing Nordics towards credit, alternatives
Kirstein survey explores investors’ alternatives to high-grade fixed income
-
News
German institutions willing to increase risk but feel hindered, survey shows
Respondents believe they could improve returns by 100bps with fewer restrictions, Union says
-
NewsOECD report cites 'serious barriers' to long-term investment
Report highlights low levels of pension fund investment in infrastructure despite interest
-
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
-
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.
-
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’.
-
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
-
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
-
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 ...
-
Special ReportRisk & Portfolio Construction: A smart-beta framework
Martin Steward speaks with Lombard Odier’s Jérôme Teiletche, co-author of a new paper that compares alternative equity portfolio construction techniques within a common framework
-
Special Report
Risk & Portfolio Construction: Revenge of the quants
The ‘risk-factor’ revolution offers the tantalising prospect of getting exposures for which investors used to pay alpha fees as bargain beta. But Brendan Maton notes that it raises as many questions as answers when it comes to investable product
-
Special Report
Risk & Portfolio Construction: Don’t let the tails wag the dog
Vincent Berard and Daniel Dimitrov explore ways to introduce tactical allocation tilts into a strategic portfolio using tail risk and alternative betas
