This study explores which asset classes add value to a traditional portfolio of stocks, bonds and cash. The results suggest that real estate, commodities and high yield add most value to the traditional asset mix.
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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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The complex science of integrating impact into portfolio design
Incorporating impact into a risk/return framework creates additional dimensionality and significantly increasing the complexity of the portfolio design challenge. David Bell from The Conexus Institute explores the technical challenge of navigating the 3-D investment framework.
Kotkin: The risks of investing in China; Ukraine’s battle ahead
Stephen Kotkin, the John P Birkelund Professor in History and International Affairs, Princeton University, cites the many risks of investing in China.
Net zero alignment: Assign portfolio managers strict carbon budgets
A new paper outlines how investors can align their portfolio to science-based carbon budgets consistent with 1.5 degrees of warming.
The five characteristics of a future portfolio: CAIA
The traditional 60/40 portfolio allocation is no longer enough. The opportunity for alpha is not gone, but the low-hanging fruit has long been harvested, and the path toward higher absolute returns has gotten far more nuanced according to a new report from the Chartered Alternative Investment Analyst (CAIA)
Limited talent pool hits diversity
Asset owners increasingly encourage their asset managers to improve diversity, but both owners and managers report the need to grow diverse talent coming into the investment industry, according to recent research.
Finance model says Biden will win
Joe Biden will win the US election according to a technique used in finance to predict factor returns and the correlation of stock and bond returns. The technique, outlined in an MIT working paper, correctly predicted the past five elections, including 2016.
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