Risk-based dynamic asset allocation
- February 01, 2012
This paper proposes a unique dynamic portfolio construction framework that improves portfolio performance by adjusting ... [more]
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RESEARCH
US Department of Treasury surveys systemic risk
- January 25, 2012
Part of the mandate given to US regulators by the Dodd Frank Act is to ... [more]
Report predicts reduced role for equities
- January 18, 2012
The McKinsey Global Institute has taken a big-picture look at the way the world is ... [more]
History repeats for Credit Default Swaps
- January 11, 2012
In this paper MSCI’s Christopher Finger reviews the dynamics of the CDS-bond basis during the ... [more]
Do some university endowments earn alpha?
- January 04, 2012
This paper concludes that the average asset allocation of elite institutions and top‐performing funds is ... [more]
The optimal portfolio with 10 asset classes
- December 21, 2011
This study explores which asset classes add value to a traditional portfolio of stocks, bonds ... [more]
Call for action on Euro crisis
- December 14, 2011
A group of prominent academics from across the globe have called on governments to substantially reform the world’s banking system and have laid out a plan for dealing with the Euro crisis. The academics who form six Shadow Financial Regulatory Committees (SFRC) spanning six geographical areas have each ... [more]
US state SWFs in spotlight
- December 07, 2011
The rise of sovereign wealth funds signals a shift in the balance of economic and ... [more]
Investing for the long run
- November 30, 2011
Long‐horizon investors have an edge. This paper argues to take advantage of the long-run investors ... [more]
Tail risk insurance a long-term cost blow-out
- November 23, 2011
Insuring against tail risk is too costly and a drag on long-term performance, with AQR Capital Management research revealing investors should instead make changes to their portfolio construction ... [more]
IMF assess China’s financial system stability
- November 16, 2011
The International Monetary Fund has conducted a detailed analysis of the stability of the Chinese ... [more]
Fiduciary duty: fantasy or fact?
- November 09, 2011
In this challenging paper, Gordon Clark describes fiduciary duty as somewhat of a fantasy, because ... [more]
Conventional indexes still popular
- November 02, 2011
A new EDHEC-Risk Institute survey of 104 European institutional investment professionals analyses the current uses ... [more]