Allocating to multi-asset credit managers, who seek out alpha opportunities without constraint, can improve risk-adjusted returns for the average DB plan.
This podcast series explores 4 of this year's compelling themes from our 2018 Long-Term Capital Market Assumptions.
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.
UK pension plans concerned about how to invest in a volatile, late cycle environment may want to consider two practices: continue effective rebalancing and don’t postpone further duration hedging in anticipation of rising rates.
Core infrastructure’s growing role in institutional portfolios
Bond yields remain at or near historic lows around the world, leading to a substantial increase in the value of pension plan liabilities.
Learn how applying Strategic beta can help investors access the benefits of active investments through a passive strategy. This case study also reveals how hese strategies look to address deficiencies in traditional market-cap weighted and single-factor i
DC plans should consider adding multi-asset credit strategies to their default strategies