Risk parity strategies have confounded the sceptics in 2017, performing well following mixed performance in previous years
Risk parity strategies have posted good results in 2017. What next?
Bridgewater’s co-CEO tells Christopher O’Dea about some of the misconceptions regarding risk parity
HFR’s new risk parity index family covers 25 strategies and $110bn in capital
How multi-asset, alternative risk premia strategies are disrupting the alternatives sector
How have major risk-factor correlations affected euro-denominated model portfolios?
Investors have for years used a 60% allocation to equities and a 40% allocation to bonds (sometimes inverted) as a simple and informal benchmark for an investment strategy
Joseph Mariathasan asks how multi-asset managers are seeking to prove their worth in a low-return, high-correlation world, when a 60/40 equity/bond portfolio looks hard to beat
Market exit follows loss of only major client; company to continue asset management services
AXA IM and Amundi appointed to run assets to help meet payments to social security system
Danish pension fund describes Morten Schou’s departure as “amicable and undramatic”
High equity quota helps boost performance and long-term average returns
A failure to acknowledge long-term challenges means populism will not go away
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