Europeans Cozy Up to Risk Parity
Risk parity is finding favour across the pond.
Risk
End of Year Surge for Risk Transfers
The year’s largest deal in the UK adds to the meagre 2012 risk transfer tally, but shows there is still life in the sector.
Where Was Risk Best Rewarded in 2012?
We know “high risk” does not always equal “high return”, but where have risk-aware investors been the best compensated in 2012?
Buyout Gaining Popularity as LDI Endgame
LDI is here to stay, but what pensions are using the strategy for may be evolving.
Commonfund Institute: “Hope is Not a Strategy”
Controlling counterparty risk means acting early and aggressively, according to a leading risk management expert.
Investors Not Acting in Own Interest, Says Fund Manager
Remember what happened when investors bought into products they didn’t understand? Well, it’s happening again – and a report by a fund management group suggests it might be their own fault.
Capturing Alpha Around Constraints
Whether it’s long-only or derivative-free, constraints on a portfolio don't matter that much in achieving alpha--as long as it's risk-weighted and built strategically, according to a new whitepaper.
Inflation Hedging in the Age of QE-Infinity
Hint: Inflation-indexed bonds aren't the whole solution, says one top researcher.
What to Ask of Your LDI Manager
It’s not just “set and forget” with LDI – regular updates are needed, consultants warn investors.
A History of Risk Parity Through Wikipedia
From aiCIO Magazine's October Issue: Kip McDaniel traces the development of risk parity through its Wikipedia entry.
Risk Sinks to Pre-Crisis Levels
In time for Halloween, an "eerie calm" has settled over financial markets, despite looming concerns over major economies.
World's Largest Equities Investor Goes Back to Market
Norway's sovereign wealth fund--already the world's largest investor in equities--has to buy stocks when markets are falling as part of a strategy it calls rebalancing.
More Stellar Returns for Denmark’s Finest
They are doing something right in Denmark – and it’s got a lot to do with managing risk.
Prudential Snags Its Second Big One: Verizon
Following General Motors’ record-setting pension-risk transfer, Verizon has executed a $7.5 billion deal with Prudential.
Hedge Fund Clones: Are They As Good As the Real Thing?
Hedge fund clones enjoy lower fees and higher liquidity, along with a host of limitations, a paper explains.