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.
Risk
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.
Is Risk Parity the End for Asset Classes?
Optimizing a risk-balanced portfolio means abandoning asset classes completely, according to JP Morgan’s latest take on the strategy.
Davos Forum: Beware Tail-Risk and Income Disparity
Income disparity and major systematic financial failure are the greatest global risks in 2012, according to the World Economic Forum.
SSgA Survey: Institutional Investors Expecting the Worst
In total, 71% of respondents believe a significant tail risk event is “highly likely” or “likely” to occur over the next year.
Beware the Risk of Peer Pressure and Passive Investing
Is the fear of something new combined with a fear of risk hurting returns when investors need them most?
Survey: Half of Institutional Investors Sleepless Over EU Contagion
Respondents globally think volatility is here to stay, and have changed their approaches to risk accordingly.