Which assets perform best throughout the inflation/deflation cycle – and how to make sure you access them.
CIOs can do better than the traditional strategy of replacing stocks with long-duration bonds, according to the consultancy.
We now know that the impact of quantitative easing (QE) on the UK's pension fund liabilities may not have been as disastrous as we first thought -- so how should schemes position themselves for what comes next? Charlie Thomas investigates.
A report from Greenwich Associates shows large payouts are gaining traction among US pension plans.
Dairy Crest offers its DB scheme cheese inventories to shore up its funding.
Quantitative easing has led these institutional investors to risk up for survival—and the IMF is alarmed about how they’d weather a sharp correction in rates.
Appetite for buyout wanes as DB schemes seek to play out their flightplans.
In-house investing requires clear divisions of decision making, conference hears.
External tech providers have improved their investment dashboards, but do-it-yourself models remain popular.
Investment giant Pimco has plans to ease investors’ inflation fears and chase returns.
A long-term study evaluates the factors that infrastructure investment returns are—and are not—sensitive to. The results might surprise you.
The 19 corporate pensions Russell tracks with liabilities surpassing $20 billion took pro-active steps to reign in deficits last year.
Hot on the heels of a report warning the Financial Transaction Tax would lead pension schemes to increase their use of derivatives, ATP’s co-CIO Anders Hjaelmse Svennesen confirms he is already considering using more derivatives to keep the fund's tax bill down.
Markets are quiet for now – but is this the calm before the storm?
Smart beta can offer an edge for long-term investors over equities via three primary premiums, the firm claims.