ASSET ALLOCATION

This new research by MSCI Barra explores the conditions necessary for a portfolio with a levered fixed-income allocation to achieve lower volatility and a better risk-return profile than an unlevered portfolio.

This paper by Frank Jan de Graaf and Alfred Slager, looks at the implementation of Socially Responsible Investment (SRI) in the investment process, arguing a clear distinction needs to be made between ethical-based, investment-driven and value-ensuring objectives in SRI. It argues this distinction enables trustees and investors to effectively address [...]

In this updated paper, Janus expands on the emerging themes in the fixed income market, highlighting that important factors in 2010 include rising interest rates, spread tightening and the US government’s support of the mortgage market, which all have potentially serious implications for yield-seeking investors.

This latest research by MSCI Barra Research analyses the equity allocations of European institutional investors, arguing the practice of separating international equities allocations into regional mandates at a strategic level “deserves a thorough rethink” 

In this white paper by DB Climate Change Advisors, led by global head of climate change investment research Mark Fulton, the drivers of climate change for 2010 are examined in the context of strategic asset allocation.