The currency dimension
As recent events in the EU spark anxiety in financial markets, researchers at EDHEC Risk Institute examine various performance attribution models and the relation to currency decisions and overlay management.
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ABP sticks to plan and active management…
While many pension funds have fled to safety in recent months due to the turmoil in global markets, pulling their capital out of equities and into bonds and cash, the Dutch pension giant ABP has not felt compelled to follow that course, preferring to stick to its original strategy, as designed in 2006.
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