SimCorp research focuses on pension fund best practice

SimCorp Strategy Lab, a private research institution, designed to challenge industry best-practice on issues relating to mitigating risk, reducing cost and enabling growth in the investment management industry, has set up four new sector-specific research groups including a separate group focused on pension funds.     

With the groups set up so academics and practitioners can collaborate and debate, each group will produce research-based white papers in the next year, seeking to convey the current state of knowledge within the four sectors and point the way forward from a management-strategy and public-policy perspective.

The white papers will be debating key industry issues for the immediate and medium-term future, as well as present options and recommendations.

The four sectors, and their leaders are:

Investment funds: Professor Martin Gruber, Stern School of Business, New York University

Asset management: Professor Stephen Brown, Stern School of Business, New York University

Sponsored Content

Pension funds: Professor Massimo Massa, INSEAD

Insurance funds: Executive-in-residence and Adjunct Professor John Biggs, Stern School of Business, New York University

The research teams will meet for the first time at the SinCorp Dimension international user community meeting in Berlin this week.

At that meeting SimCorp Strategy Lab is also seeking applicants for the SimCorp Strategy Excellence Awards, which will award outstanding and innovative leaders in the ability to mitigate risk, reduce cost and enable growth.

The SimCorp Strategy Lab is headed by Ingo Walter, Seymour Milstein Professor of Finance, Corporate Governance and Ethics at Stern School of Business, New York University.

An example of past research is available here. Global+Investment+Management+Growth+Survey+2010

One response to “SimCorp research focuses on pension fund best practice”

Leave a Comment

GIC, Temasek eye trillions of growth in climate adaptation market

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.

Sort content by

Measuring manager performance expectations

Institutional investors do not act on their own expectations when choosing fund managers, rather their reliance on consultants, and past performance, exacerbates the agency problem in the institutional investment supply chain a new study from Oxford University shows. Using survey data for 1999-2011 the academics analyse the views of plan sponsors on their asset managers,

The predictive power of portfolio characteristics

Investors still rely, to a great extent, on past performance to assess managers’ future performance. Rather than rely on past performance outcomes to predict future results, a new paper, The predictive power of portfolio characteristics, argues that it is possible to improve the ability to predict future long-term success by identifying and measuring selected portfolio characteristics

Pension fund governance needs an overhaul, still

How much has pension fund governance changed in the past 16 years? Not much! A survey of pension fund governance by Keith Ambachtsheer and John McLaughlin, which asked respondents the same questions in 1997, 2005 and 2014 reveal that the same “sources of excellence shortfall” exist today as they did 16 years ago. Pension fund

Fees eat diversification’s lunch

The balance between the allocating to the right number of asset classes and over-diversification is a concern for pension fund investment executives and committees. A new paper by professors at the US Air Force Academy examines the relationship between fees of diversifying asset classes and their diversifying benefits. The paper finds that, in many cases,

Optimal long-term allocation with pension fund liabilities

The literature on how to optimally manage the investments of defined contribution funds is relatively scarce, despite the fact the growth in defined contribution continues to outpace defined benefit funds globally. Now new research from academics at the University of Lausanne demonstrates how to perform an ALM study from a financial prospective for defined contribution

The real factor exposures in “smart beta” indexes

Investors relying on nomenclature of smart beta indexes as an accurate reflection of their factor exposures should take a closer look. New research, using a “factor efficiency ratio”, finds that most smart beta indexes are unable to provide desired factor exposures without taking on substantial unintended exposures. Importantly the paper finds that some smart beta

Previous