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Risk parity becomes bittersweet flavour of the month (2)

  “Understanding a program’s results involves attributing relative performance to active management, identifying any tactical asset allocation decisions and assessing mechanical factors such as leverage costs. “For most investors implementation of a leveraged strategy would likely require the retention of a beta overlay manager to execute and maintain the desired leveraged systematic exposures or an […]
Amanda WhiteMarch 10, 2010
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Strategic implications drive climate change study

The 14 institutional investors participating in the climate change strategic asset allocation study, a collaborative between Mercer, Carbon Trust and the IFC, will all receive individual portfolio scenario analysis of how physical and policy climate change-related events could affect their portfolio at an asset allocation level.
Amanda WhiteMarch 10, 2010
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OMERS overwhelms with underperformance

OMERS Strategic Investments, the investment entity of the C$47 billion ($45 billion) Ontario Municipal Employees Retirement System (OMERS) focused on co-investment opportunities in private markets, has dramatically underperformed its benchmark for the year.
Amanda WhiteMarch 10, 2010
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