The second paper by AQR examining inflation considerations in institutional asset allocation finds an equal risk-weighted portfolio performs better on average and is less dramatically affected by individual inflation and growth scenarios
Research
Inflation in 2010 and beyond
Research
WEF lays out global risks ahead: Cost of living and climate dominate
The world faces a set of risks that feel both wholly new and eerily familiar. The Global Risks Report 2023 explores some of the most severe risks we may face over the next decade.
Callum JonesJanuary 18, 2023
Sustainability Harvard - September 2022
Kotkin: China bears may have been right about Western resilience
ESG-focussed investors are having a hard time justifying their China exposure to boards. They will need to develop new narratives if they want to stay in the China game, argues historian Stephen Kotkin.
Ben HurleySeptember 30, 2022
Uncategorised posts
Crypto not suitable for fiduciaries, but opportunities in underlying tech
Cryptocurrencies do not live up to the investment hype and offer nothing but enormous volatility to institutional portfolios, according to PGIM’s mega-trend research team.
Ben HurleySeptember 7, 2022
Featured Story
Warnings increase as rising rates puts LDI under strain
The number of warning voices increases as rising interest rates puts pressure on LDI strategies, forcing more pension funds to sell assets to maintain leverage levels.
Sarah RundellSeptember 5, 2022
Featured Story
The complex science of integrating impact into portfolio design
Incorporating impact into a risk/return framework creates additional dimensionality and significantly increasing the complexity of the portfolio design challenge. David Bell from The Conexus Institute explores the technical challenge of navigating the 3-D investment framework.
David BellJuly 21, 2022
FIS Chicago 2022
Kotkin: The risks of investing in China; Ukraine’s battle ahead
Stephen Kotkin, the John P Birkelund Professor in History and International Affairs, Princeton University, cites the many risks of investing in China.
Sarah RundellJune 2, 2022
Sustainability Cambridge - April 2022
Net zero alignment: Assign portfolio managers strict carbon budgets
A new paper outlines how investors can align their portfolio to science-based carbon budgets consistent with 1.5 degrees of warming.
Sarah RundellMay 5, 2022
