The latest
Research

Inflation/deflation continuum can plot holes

This paper by RogersCasey’s Ryan Dembinsky and Srivatsa Kilambi demonstrate the “inflation/deflation continuum” is a way of assessing an investment program’s vulnerability to the dual threats, and competing forces, of inflation and deflation. The paper presents a framework whereby investors can plot their existing asset classes and assess where there may be holes.
Investor Profile

Behind ABP’s strategic investment plan

APG, which manages investments for Dutch pension funds including the giant ABP, has finalised its strategic investment plan for 2010-2012. Amanda White spoke to managing director of strategic portfolio management, Ronald Wuijster, about why there is a continued trend to diversification away from developed market equities and how the portfolio construction methodology has altered.
Research

The beta-alpha ratio will yield more success

Using a “Beta-Alpha Ratio” will yield more success in choosing managers ex-ante, compared to other methodology prevalent in the consulting industry, according to a new paper by Wurts Associates’ director of research, Eric Petroff, and research associate, Curtis Yasutake.
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