This paper deals with the question of whether it is possible to combine the insights and recommendations of optimal individual life-cycle investing with the proven gains of defined benefit pension funds....
This paper discusses the implications of mean reversion in stock prices for long-term investors such as pension funds. We consider a mean-variance-efficient investor and show how mean reversion in stock...
This handy guide reviews the various steps banks are taking to improve their risk management techniques, looking at the benefits and pitfalls of each one.
More Pension funds articles
The Bank of New York Mellon has failed in its bid to dismiss a lawsuit that alleges it lost more than $1 billion by mishandling pension funds’ investments in Lehman Brothers
Credit ratings for sovereigns and dealers are on the slide – an extra incentive to use clearing houses – but only the biggest institutions have started clearing, and half of respondents to this year’s rankings say they are not expecting to do so...
With an average unhedged currency exposure of 17% of assets under management, Australian superannuation funds face the risk of significant performance drag from global foreign exchange volatility. The cross-currency basis swap market, however, has created...
Life insurers and pension funds have been using commodities as a portfolio diversifier for years. Blake Evans-Pritchard reports on how the asset class is evolving
Legal & General Investment Management has created a commodity index that serves as the basis for a new ETF launched in partnership with Source
Technology can provide a competitive advantage in banking. How it is applied by Tier 1 and Tier 2 institutions, to the benefit for their risk management systems, is discussed.
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