Not withstanding the effect, for investors, of globalisation, country and sector bets still drive the performance of global equity portfolios. And research shows that whole countries tend to stray from fair value for a lot longer than individual stocks do. Deutsche Asset Management has produced a paper on ‘Diversification-Based Investing’, which leads one to think about building a core balanced portfolio of country and sector index funds.
Research
GIC, Temasek eye trillions of growth in climate adaptation market
Singapore’s two largest asset owners, GIC and Temasek, see attractive opportunities in climate adaptation solutions – a relatively underfunded area compared to decarbonisation. The former has already made selective adaptation investments and said the opportunity set across public and private debt and equity could increase to $9 trillion by 2050.
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Better pensions, no added cost
Denmark’s Labour Market Supplementary Pension Plan (ATP) concluded that its approach to pension management needed to change.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Growing case for low-volatility portfolios
RogersCasey has leant its weight to the trend towards low-volatilty portfolios, however, in a white paper on the subject, the asset consultancy notes a few concerns.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Understanding factor risk: uses and limitations
This paper by Russell executives, Symon Parish and Peter Ballantyne, looks at how factor analysis can provide a better understanding of why investments might be strongly or weakly associated.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Do funds of hedge funds really add value?
This paper, by Serge Darolles of Lyxor Asset Management, and Mathieu Vaissie, research associate at EDHEC-Risk Institute, looks at the performance of funds of hedge funds through the crisis, and introduces a return-based attribution model allowing for the full decomposition of funds of hedge funds’ performance.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
SRI performance in France
A new EDHEC-Risk Institute publication, “The Performance of Socially Responsible Investment and Sustainable Development in France: an Update after the Financial Crisis”, concludes that SRI should be integrated in a global process combining quantitative and qualitative approaches.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Climate change: addressing the major skeptic arguments
This paper by the Columbia Climate Center at the Earth Institute, Columbia University, and commissioned by DB Climate Change Advisors, examines the claims being made about climate change science. It higlights the importance of understanding the science in the context of a climate change investment thesis. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
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