The Harvard Management Company is actively using ETF’s for geographical tilts, with exposure to China and Brazil through iShares investments its two largest holdings at the end of December 2010. (more…)
In new research Ken French and Eugene Fama are expanding their famed “size, value and momentum” work on the US market to an international data sample. (more…)
News this week that the world’s largest hedge fund manager, Man Group, is to take full ownership of Ore Hill Partners Capital Management highlights the under-researched area of event-driven hedge funds. (more…)
The institutional pull of CalPERS and CalSTRS is not enough for placement agents to change their practices, with a study of global placement agents revealing discontent over new legislation which requires them to register as lobbyists if they are working with public pension funds in California. (more…)
This study by EDHEC surveys how pension funds and sponsors manage the risks they face and how institutional constraints – accounting and prudential regulations, the organisation of the relationship between the pension fund and its sponsor, and social laws – influence investment strategy. (more…)
Members in the HK$365 billion ($46.8 billion) Mandatory Provident Fund, which is expected to triple in size in the next 10 years, have a new comparison tool to help them decide their service provider and investment options. (more…)