Modern Portfolio Theory still holds up Harry Markowitz says so.
In an exclusive interview, Amanda White, editor of top1000funds.com, talks to the modern portfolio theorist about markets, portfolio rebalancing, Madoff and more.
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PGGM finds alpha via internal management of illiquids
PGGM Investments, the 17th largest institutional investor in the world, as ranked by the Watson Wyatt top 300, has introduced a number of new investment strategies and has plans to significantly increase its in-house investment management this year.
OMERS’ new co-investment entity gateway to private deals
The Ontario Municipal Employees Retirement System (OMERS) has created a new investment entity, called OMERS Strategic Investments, with a specific mandate to secure co-investment relationships with like-minded investors from around the world, and facilitate a move to its target of about 42 per cent of investments in private markets.
US funds rally against corporate mergers
The two largest state public pension funds in the US – the California Public Employees’ Retirement Sysrtem (CalPERS) and the California State Teachers Retirement System (CalSTRS) – have filed a joint motion with the US District Court, Southern District of New York, to be designated lead plaintiff in class actions against Bank of America stemming
Desperate times for US corporate plans
Investments of more than $100 billion are required to rebalance the equity allocations of the largest US corporate defined benefit plans, as they join their international peers, registering record losses for 2008 and pushing them deep into underfunded territory.
US funds favour global equities allocations
The home country bias of US public pension plans is diminishing, with the average allocation to US equities, falling from 42.3 per cent to 38.1 per cent from 2003 to 2008.
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