Pension funds don���t face the many constraints that make buy and maintain strategies so well-suited to insurers, and can make use of these freedoms when designing portfolios to meet the liability-aware investment needs of pension funds.
Themes from the quarterly Quantitative Beta Research Summit
A systematic back-test of MSCI ESG ratings
The times when investors were able to enjoy a quiet summer seem to be over. August was a volatile month for financial markets, with the VIX averaging 19, compared to 13 in July.
A brief comment on a proposal from leading Presidential candidates to ban hydraulic fracturing everywhere, immediately.
Allocating to multi-asset credit managers, who seek out alpha opportunities without constraint, can improve risk-adjusted returns for the average DB plan.
A summary of the factors driving global markets over the last quarter.
Why J.P. Morgan Asset Management uses weighted average carbon intensity in its fund reporting