November 12, 2012
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.
November 8, 2012
Hint: Inflation-indexed bonds aren't the whole solution, says one top researcher.
November 7, 2012
It’s not just “set and forget” with LDI – regular updates are needed, consultants warn investors.
October 31, 2012
From aiCIO Magazine's October Issue: Kip McDaniel traces the development of risk parity through its Wikipedia entry.
October 30, 2012
In time for Halloween, an "eerie calm" has settled over financial markets, despite looming concerns over major economies.
October 29, 2012
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.
October 26, 2012
They are doing something right in Denmark – and it’s got a lot to do with managing risk.
October 17, 2012
Following General Motors’ record-setting pension-risk transfer, Verizon has executed a $7.5 billion deal with Prudential.
October 17, 2012
Hedge fund clones enjoy lower fees and higher liquidity, along with a host of limitations, a paper explains.
October 17, 2012
Optimizing a risk-balanced portfolio means abandoning asset classes completely, according to JP Morgan’s latest take on the strategy.
October 15, 2012
Income disparity and major systematic financial failure are the greatest global risks in 2012, according to the World Economic Forum.
October 1, 2012
In total, 71% of respondents believe a significant tail risk event is “highly likely” or “likely” to occur over the next year.
September 27, 2012
Is the fear of something new combined with a fear of risk hurting returns when investors need them most?
September 26, 2012
Respondents globally think volatility is here to stay, and have changed their approaches to risk accordingly.
September 25, 2012
Asset managers are moving to fulfill investors' appetites for risk-balanced products.