Portfolio choice with path-dependent scenarios
The property industry is the largest emitter of CO2. By making buildings more sustainable, we can help the environment and boost returns.
Beyond traditional portfolio construction: incorporating uncertainty
Incorporating uncertainty into the asset allocation process is a complicated but essential ingredient of building portfolio resilience, something investors are valuing more than ever in an environment where inflation, geopolitical and climate risks dominate. GIC and BlackRock have both developed asset allocation frameworks that incorporate investors’ aversion for uncertainty.
CalSTRS sets sustainability as strategic priority in 10-year plan
A focus on a sustainable organisation is one of three pillars in the $312 billion CalSTRS’ new five year strategic plan, as it also reveals progress on its net zero plan.
HOOPP and OPTrust: Funded status focus
Despite threats to pension funds’ funded status including the investment environment, plan maturity, longevity risk and low interest rates affecting the funding valuation, Canadian funds HOOPP and OPTrust celebrated healthy funded status in recent reports. Top1000funds.com looks at their approach.
War in Ukraine threatens net zero targets
The UK’s BT Pension Scheme’s CIO Wyn Francis reflects on the pressure war in Ukraine will put on investors net zero targets.
Climate policy key to balancing incoming economic shocks
The methods central banks use to predict inflation are breaking down, and world governments will need to look beyond monetary policy and incorporate fiscal and climate policy levers to balance fragile economies, according to renowned economics professor Warwick McKibbin.
