Asset allocation
Asset managers lure insurers with new exchange-traded funds
Insurers predicted to increase ETF exposure
Insurers seize opportunities in European corporate funding markets
As European insurers increasingly invest in illiquid corporate debt, credit funds and partnerships with banks are helping them overcome their lack of expertise and tap into a market that offers high-yields and a chance of diversification. But markets…
European insurers return to peripheral sovereign debt markets
High yields and low volatility driving comeback from core-Europe firms
Insurers to ramp up private equity exposure in 2014
Insurers are rethinking their investment strategies and beginning to increase their exposure to private equity. Some are even looking at it from an asset-liability management perspective.
Insurers eye opportunities in commodity trade finance
CX Re and Partnership Assurance invest in CTF assets
Hedge Fund Lions' Den: Emerging managers learn their fate
The lions compare notes and exchange opinions on the three emerging managers who then face the lions to hear how much - if any - allocation Andrew McCaffery, Luke Ellis and Stanley Fink will make
Regulation could be saviour of Europe’s FoHF business
While many moan about the EU’s AIFMD and other rules, one fund of hedge funds leader is optimistic the regulations will stimulate activity in Europe and bring assets back to the industry
Portfolio optimisation via replication
Filippo Della Casa and Michele Gaffo propose a new framework to run portfolio optimisation for life insurance business, by exporting the replicating portfolio technique from risk management to investment management. In particular, they develop a new risk…
Operational infrastructure: Under pressure
Sponsored feature: Northern Trust
Investment strategy trends in the UK life insurance sector
Sponsored feature: RBS
Cern Pension chief urges others to ‘think like global macro hedge funds’
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
‘Required return’ framework aids hedge fund allocation decisions
Rethinking risk and return
Monitoring daily hedge fund performance when only monthly data is available
The ability to infer daily performance from less frequently observed returns data can help hedge fund investors understand intra-month gains and losses
Hedge fund managers challenged to provide investor solutions, not products
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 shift portfolio allocations to hedge funds
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.
Endowments question merits of hedge funds after negative returns in 2012
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.
Non-linear mixture of asset return models
Non-linear mixture of asset return models
Lombard Odier advocates different approach to asset allocation
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.
After a strong 2010, the hard work now starts for bond investors: Caveat Lector column
Will bond investors strike out?
Stoxx launches Eurostoxx 50 volatility index
Stoxx launches Eurostoxx 50 volatility index
Eurostoxx 50 investors 'unintentionally making a bet on financials', according to research
Tobam's analysis of financial markets diversification suggests that eurozone indexes might not be as diversified as investors believe
Marrying correlation and asset allocation
Coping with correlation