As an avowed long-term investor the Second Swedish National Pension Fund (AP2) has taken a 40-year view when looking at its balance sheet, which includes attempting to comprehensively build in sustainability considerations into its investment strategy. (more…)
Recent ructions in financial markets may have increased the worries of many asset managers but you are unlikely to see them telling the world about their glide path plans or their fat tails risks on a social media site, a new survey has found. (more…)
Chief investment officer of Windham Capital Management and researcher extraordinaire, Mark Kritzman, is using his proprietary turbulence and systemic risk indicators to calculate the internal systemic risk of total institutional portfolios. He says this analysis can deliver a powerful precursor to portfolio volatility in the future. (more…)
Two interwoven areas of investment management – liquidity and risk management – have become a boon for academics in the wake of the financial crisis and the liquidity black holes that apparently formed within endowment and pension funds. It may seem to be an overabundance of research, but it’s in line with demand. (more…)
The Norwegian Government Pension Fund Global and AXA Real Estate will form a real estate joint venture, with the sovereign wealth fund committing €702.5 million ($1.01 billion) for a 50 per cent investment in seven Parisian properties. (more…)
Integrating a sovereign wealth fund (SWF) into total sovereign assets and liabilities, instead of focusing on SWF asset allocation in isolation, will impact optimal sovereign asset management, according to new research by the EDHEC-Risk Institute. (more…)