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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.
Uncategorised posts

CalPERS collaborates on enterprise risk assessment

The speed with which CalPERS can fulfil its desire to become a risk intelligent organisation has been given a reality check with discussions between the Californian fund and TIAA-CREF revealing it takes two to five years to fully implement an effective enterprise risk-management structure, and importantly a risk intelligent culture in an organisation.
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