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
Rethinking risk and return
More Portfolio allocation articles
The ability to infer daily performance from less frequently observed returns data can help hedge fund investors understand intra-month gains and losses
Hedge funds are under pressure to differentiate and explain their worth concludes a survey by SEI. Managers need to work with investors to find portfolio solutions rather than offer products
Institutional investors are set to allocate 11% more to hedge funds this year, according to a Deutsche Bank survey. Less money is flowing to FoHFs while emerging managers are in favour.
Hedge funds remain the single largest allocation for US university endowments but an extended period of lacklustre returns is leading some in the endowment community to question their value.
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...
Hubert Keller, managing partner, asset management, at Lombard Odier Investment Managers says investors are making fundamental changes in the way they approach portfolio and hedge fund allocations.
Will bond investors strike out?
Tobam's analysis of financial markets diversification suggests that eurozone indexes might not be as diversified as investors believe
Of all asset classes, fixed income has been one of the slowest to embrace ethical investment. Thanks in part to the growing influence of sovereign wealth funds, this may be set to change. But for ma...
New regime needs macro diversification, says Vineer Bhansali
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.