The impact of higher rates on equity returns is a concern for investors and to some extent an unknown. But by applying the concept a threshold correlation, as done with bond portfolios with a duration targeting framework, it is possible to better understand the complex interactions between equity returns and interest rate movements. The latest
From allocating assets in order to achieve a healthy funding status, to keeping up with technology that analyses portfolio risk, the challenges of asset owners are relentlessly evolving. For asset managers, like AQR, the key to their own evolution and success is how to be more relevant to clients. AQR keeps clients’ needs firmly within
Blackrock has a favourable view on equities, relative to bonds, but within fixed income it advocates an unconstrained approach. Amanda White spoke to chief investment strategist, Russ Koesterich. Equities look cheap relative to bonds or cash, says chief investment strategist for Blackrock and iShares chief global investment strategist, Russ Koesterich, with the manager recommending
APG, which manages ABP’s assets, has been using smart beta strategies for implementation for three years, the fund is taking it a step further and is now considering tilted benchmarks.
This year the $12 billion Ohio School Employees Retirement System is prioritising projects that fulfil the board’s desire to find income from alternative sources and manage risk, including allocating more to real assets, and initiating an RFP on a risk management system. Farouki Majeed speaks to Amanda White about the fund’s investment program. With
MSCI’s risk management tool, BarraOne incorporated 31 private real estate models and a macro-factor asset allocation model in 2013 and this year will add global private equity analysis giving it coverage across all asset classes. BarraOne, which is widely used among investors for risk analysis and management, started as an equities analysis tool, but now
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