Become a member and subscribe Login

Stock / bond correlations top of mind for Wisconsin

Amanda White

May 24, 2024

The State of Wisconsin Investment Board is incorpo
Continue Reading

Access the full content on Top1000funds.com

Join the global institutional investment platform read by the world's largest asset owners, fund managers and consultants.

New here

Create an account

Complimentary to register. We'll verify your details and grant access to the archive, our newsletters and the Asset Owner Directory (enhanced features coming soon).
Create your Top1000funds.com subscription account
Already a member

Sign in

Already activated your account? Sign in to continue reading and access your saved articles, preferences and member-only content.
Asset owners get permanent complimentary access. Learn more about memberships
Asset Owner:State of Wisconsin Investment Board (SWIB)
  1. Garth Flannery

    This is a good paper for explaining contemporaneous stock bond correlation. As the SWIB paper mentions, the prospect of predicting the stock bond correlation is left for future research. We have a paper that addresses prediction (3 month forward horizon), under review by the FAJ and presented in the July 2023 JPM Quant Conference. It is on SSRN, called “A Changing Stock-Bond Correlation: Explaining Short-Term Fluctuations”.

Leave a Comment

More from this fund

China tech rivalry is ‘existential’ for the US – and diversification

Lachlan Maddock

June 02, 2026

Litigation, fees and structures: Why 401(k) plans won’t jump into alts, yet

Sarah Rundell

September 09, 2025

SWIB: Why real estate investors are still talking about the pandemic

Sarah Rundell

August 19, 2025

SWIB develops model to highlight inflation risk

Sarah Rundell

December 06, 2024

Inside the year-and-a-half-long review into ATP’s complicated portfolio

Inside the year-and-a-half-long review into ATP’s complicated portfolio

Danish pension giant Arbejdsmarkedets Tillægspension (ATP) has been urged to cull risk, establish formal portfolio benchmarks and reduce private markets exposures, according to an external review committee which handed down a 536-page report into the fund’s investment operations after an 18-month review. Following the release of the report by the board this week, co-author of the review Andrew Ang unpacks the findings with Top1000funds.com.

Darcy Song

September 02, 2026

TfL Pension Fund: A bespoke benchmark in Bridgewater mandate strikes gold

Sarah Rundell

August 25, 2026

CalPERS’ private markets chief: TPA won’t disrupt PE commitment pacing

Darcy Song

August 20, 2026

LPPI: Keeping AI risk in check

Sarah Rundell

August 18, 2026

Why ACC investment chief believes CIOs should stay hands-on with portfolios

Darcy Song

August 18, 2026

Sort content by

A new era for London Pension Fund Authority

An investment banking background brings a differen Continue Reading Access the full content on Top1000funds.com Join the global institutional investment platform read by the world's largest asset owners, fund managers and consultants. New here Create an account Complimentary to register. We'll verify your details and grant access to the archive, our newsletters and the Asset

Amanda White

December 11, 2013

Equities bias for Nottinghamshire local fund

An equities-biased strategy for the Nottinghamshir Continue Reading Access the full content on Top1000funds.com Join the global institutional investment platform read by the world's largest asset owners, fund managers and consultants. New here Create an account Complimentary to register. We'll verify your details and grant access to the archive, our newsletters and the Asset Owner

Sarah Rundell

December 06, 2013

New investment mix for Philips pension fund

The Dutch Philips pension fund has traditionally h Continue Reading Access the full content on Top1000funds.com Join the global institutional investment platform read by the world's largest asset owners, fund managers and consultants. New here Create an account Complimentary to register. We'll verify your details and grant access to the archive, our newsletters and the

Dan Billingham

December 04, 2013

Conservatism to stay for Norway’s DNB Liv

The $46 billion Norwegian DNB Livforskiring has a Continue Reading Access the full content on Top1000funds.com Join the global institutional investment platform read by the world's largest asset owners, fund managers and consultants. New here Create an account Complimentary to register. We'll verify your details and grant access to the archive, our newsletters and the

Dan Billingham

November 29, 2013

Danish PFA mutes Euro pessimism

Danish pension investor PFA is continuing a switch Continue Reading Access the full content on Top1000funds.com Join the global institutional investment platform read by the world's largest asset owners, fund managers and consultants. New here Create an account Complimentary to register. We'll verify your details and grant access to the archive, our newsletters and the

Dan Billingham

November 22, 2013

UK local authority funds question “bigger is best”

UK local authority schemes are under pressure to m Continue Reading Access the full content on Top1000funds.com Join the global institutional investment platform read by the world's largest asset owners, fund managers and consultants. New here Create an account Complimentary to register. We'll verify your details and grant access to the archive, our newsletters and

Sarah Rundell

November 20, 2013

Previous
Load more

Fiduciary Investors Podcast Series

Listen to Podcast

Subscribe now to

Become a member and subscribe

Join Now

Top1000funds.com is the market leading news and analysis site for the world’s largest institutional investors. It focuses on leading the global investment industry to continuous improvement through case studies of best practice in governance and decision making, portfolio construction and efficient portfolio management, fees and costs, and sustainable investing.

The publication pushes the industry to question whether status quo processes and behaviours to tackle risks and opportunities will be sufficient in the future, and actively campaigns for diversity, sustainability, transparency, innovation and better alignment of fees in the investment industry.

Top1000funds.com is read by investment professionals in more than 40 countries.

Privacy Policy | Terms of Service | Cookie Policy | AI Editorial Policy