CEO of the Cern Pension Fund Theodore Economou says pension funds should use the techniques of the best global macro hedge fund managers to control risk and volatility while producing absolute returns
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Pension funds tend not to have a lot of cash lying around, making it difficult for them to meet clearing house margin calls. Specialist asset manager Insight Investment is pressing for a solution. B...
US pension funds are attracted by the low correlation to mainstream asset classes offered by 36 South's flagship fund, says its CIO. He says European funds should not ignore the US market
Defined benefit pension strategy with stochastic volatility
Influx of new swap intermediaries and improved risk modelling to spur expansion
Banks and pension plans are waiting for the US Department of Labor to clarify whether initial margin counts as plan assets
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...
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
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.