AP3 explores equities and alternatives
AP3 looks to diversify its equity risk through an increase in alternatives. This story explores the evolution of the allocations and how it's tackling illiquidity and volatility.
AP3 explores equities and alternatives
AP3 looks to diversify its equity risk through an increase in alternatives. This story explores the evolution of the allocations and how it's tackling illiquidity and volatility.
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Ignoring small caps
could cost: MSCI
MSCI looks at why investors may have a limited small cap representation in their equity portfolios and how this may potentially impact on both risk and returns. The researchers find that investors may be making an unintentional decision to minimise their exposure to small caps that could have cost 60 basis points of annual performance
Some like it hot
Empirical literature and MSCI analysis show that high implementation costs indicate there is little evidence the average managers in either emerging market or small caps have produced either higher or more persistent risk-adjusted returns relative to their developed market and mid-cap peers.
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