The trend away from US equities and various fixed interest products as interest rates risks increase is expected to continue, according to the latest Global Asset Flows Review from eVestment Alliance and Casey Quirk.
A truly diversified portfolio will have 15 separate asset class allocations with an emphasis on beta opportunities and little to no reliance on active management, according to a Towers Watson’s model.
UK pension funds should brace themselves for bad news after today’s election – no matter what the result – if the country’s credit rating is downgraded.
APG, which manages investments for Dutch pension funds including the giant ABP, has finalised its strategic investment plan for 2010-2012. Amanda White spoke to managing director of strategic portfolio management, Ronald Wuijster, about why there is a continued trend to diversification away from developed market equities and how the portfolio construction methodology has altered.
No matter what they say, private equity managers will struggle to deliver stellar returns from the vintages of the global recession. Simon Mumme speaks to Jane Welsh, global head of private markets research at Towers Watson, about why the glut of capital committed to private equity in its heyday could depress future returns.
Using a “Beta-Alpha Ratio” will yield more success in choosing managers ex-ante, compared to other methodology prevalent in the consulting industry, according to a new paper by Wurts Associates’ director of research, Eric Petroff, and research associate, Curtis Yasutake.