All risk management articles – Page 6
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Special Report
ATP: Rebalancing the risk diet
Denmark’s supplementary labour market pension fund has revamped the risk-based investment strategy it applies to its investment portfolio
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Special Report
Special Report Risk & Asset Allocation: Another dimension
Charlotte Moore examines how practitioners are looking to integrate risk factors in multi-asset portfolios that goes beyond traditional risk parity
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Special Report
Asset Allocation: Matters of perspective
There is still a role for risk parity strategies, finds Emma Cusworth, provided pension funds take a long-term view
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News
EIOPA repeats call for supervisory follow-up to IORP stress test
Calls for common risk-management framework given prolonged low yields
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Special Report
What is risk parity?
All theory is grey, dear friend /And green the golden tree of life. The words of Mephistopheles in the first volume of Goethe’s Faust distinguish academia from the attractions and contradictions of the real world
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Special Report
Risk parity: Variations on a theme
Risk parity investing can be modified to work better in the current difficult environment
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Special Report
Tail risk parity
Risk parity approaches can be redesigned to tackle the possibility of extreme market events
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Special Report
Are risk parity funds staying true to their name?
There is a growing divide between the theory behind risk parity strategies and the investment products on offer
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Special Report
Risk Parity Funds: Mixed performance despite low volatility targets
Risk parity funds have experienced mixed performance in recent years despite targeting low volatility
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Special Report
Risk parity strategies making inroads in DC
UK pension schemes are increasingly attracted to risk parity funds. Are trustees and members have enough information to make informed decisions?
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Special Report
Risk parity cost: The price of protection
How much should a risk parity strategy cost?
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Special Report
Risk parity and commodity investing
Joseph Mariathasan assesses the role of risk parity strategies in commodities
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Special Report
Risk parity: The interest rate challenge
Risk parity managers say they are ready to meet the challenge of acute interest rate uncertainty
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News
OECD calls for standardisation to create tradable longevity market
Think tank says investors must be more comfortable with notion of tradable longevity
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Special Report
Risk and Portfolio Construction: A corner turned
The consensus is that 2012 saw the trough of the 30-year downdraft in interest rates. Daniel Ben-Ami tests the strength of this conviction and describes the scenarios that could threaten it
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Special Report
Risk and Portfolio Construction: From solo to tango
As the bond markets move from bullish to bearish, David Turner asks if we need new assumptions about asset class correlations
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Special Report
Risk and Portfolio Construction: A new era for risk parity
Jennifer Bollen asks whether the end of the bond bull market signals the death of the traditional risk parity model
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Special Report
Risk and Portfolio Construction: Risk parity preferences
The asset allocation strategy can reduce drawdowns, but doesn’t improve long-term returns, argues Andrew Clare. Moreover, those findings are reversed when risk parity is applied within an asset class
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Special Report
Risk and Portfolio Construction: Rising interest
Chris Redmond asks whether absolute return bonds could play a bigger role in institutional portfolios
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Special Report
Risk and Portfolio Construction: Rates of change
To a large extent today the question of what to do in portfolio construction is really a question of what to do about interest rates.