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Manager risk contribution in a multi-manager portfolio

This paper by MSCI creates a framework in order to answer the question: given a portfolio of managers, how does the active risk of each manager relate to the active risk of the portfolio? Asset owners often measure manager risk (the active risk of each manager) and have difficulty relating it to the contribution each […]
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Make the most of your funds managers

Access to investment smarts and better fee alignment are just some of the benefits institutional investors can gain through their mandates with funds managers, says Craig Baker, global head of manager research with Towers Watson.