News Archive: Nov - 2011

Paper Voices Caution Over Low-Volatility Strategies

"Investors who wish to reduce portfolio volatility can usually achieve a reduction through investments in fixed-income rather than sacrificing expected returns by investing in a low-volatility strategy," according to a new paper released by Dimensional Fund Advisors.  

Report: Long-Term Investors Have an Edge

A new research paper argues that long-term investors have a large advantage and should institutionalise contrarian behavior by adopting a rebalancing rule while redefining the concept of risk away from just volatility. 

Russell: LDI Strategies Becoming the Norm

As Russell Investments continues to see strong interest from its US institutional client base in liability-driven investing (LDI), Martin Jaugietis has been named to the newly created role of director and head of LDI solutions.