Tag: alpha

August 13, 2020

Op-Ed: Using the Risk-Free Rate as a Basis to Examine Hedge Fund Costs

Longtime investor Tony Waskiewicz explores why hedge fund investors have experienced much lower absolute returns since the Great Recession.

July 30, 2020

Op-Ed: Using the Risk-Free Rate as a Basis to Optimize Investment Costs (Part 2)

Longtime investor Tony Waskiewicz explores: How much are you willing to give up for the pursuit of alpha?

Pensions January 24, 2020

Worldwide Pension Fund Assets to Rise to $61 Trillion by 2025

Equity holdings fall by 22% in 20 years as pensions turn to alts in search of alpha.

Asset Allocation November 18, 2019

CalPERS Falling Short of Private Equity Goals

Asset class shrinking, and pension will need to allocate at least $3 billion more than last fiscal year to sustain 8% target.

Industry White Papers

Optimizing Pension Risk Transfer Timing and Execution Pension risk transfer transaction timing is always important — but now more than ever.

2020 Long-term Capital Market Assumptions Q3 Update

Investing in Real Estate, Look to New York—Here’s Why Capitalizing on near-term opportunities

2020 Long-term Capital Market Assumptions Q2 Update

Emerging Markets and Covid-19: Crisis or opportunity…or both? 2020 will be a challenging moment for Emerging Markets’ economies. But there will likely be a wide open Emerging Markets “door” that sees governments fall back on privatisation to bridge fiscal holes. In an environment of tight domestic monetary conditions and reduced cross border flows, the buyers of these assets have considerable advantage.

Meditations in an emergency Multi-Asset Strategist Adam Berger discusses the macro and market impact of the coronavirus and offers his "playbook" for the coming weeks and months, including thoughts on rebalancing and opportunistic investments.