A new research paper has asserted that pension funds in the United States should increase their allocation to hedge funds by 10% to boost returns by up to around $13.67 billion a year.
A new report by the International Monetary Fund (IMF) reveals that pension and insurance funds may up their allocation to equities and other riskier assets in emerging and developing countries.
A survey of 299 pension trustees and pension managers conducted by Aon Hewitt shows that nearly one in five pension schemes currently delegate investment decisionmaking to a third-party provider.
A recent study by Preqin has revealed that liquidity is leading concern of institutional hedge fund investors, with all institutional investors having maintained or increased their liquidity requirements since 2008.
According to data released today by Hedge Fund Research (HFR), performance weakness in the hedge fund industry has been concentrated in Equity Hedge and Event-Driven strategies.
A new study of 630 institutional asset management firms shows that more than two-thirds of respondents are worried about the impact of high frequency trading (HFT) on equities markets.
In a recent Canadian academic paper, researchers assert that larger pension plans outperform their smaller peers due to asset allocation, internal management, and governance.
According to a research study conducted by Towers Watson, the assets of major Australian institutional funds grew 26% in 2010, dwarfing the global growth rate of 11%.
The alternatives-heavy endowment model and the bond-heavy risk parity model will outperform the 60/40 approach to investing on a risk-adjusted basis, CIOs believe.
A new report by SEI and Greenwich Associates shows that institutional investors, fund managers, and consultants plan to increase their private equity allocations or recommend increases to their clients over the next year, but they are urging greater transparency in the asset class.