Asset Allocation

Uncategorised posts

Subtle charm in new asset allocation models

There is an over-abundance of literature about the failure of traditional asset allocation models, and the need for a new alternative that will solve all the world’s problems. But a new model by Morgan Stanley Alternative Investment Partners caught my cynicism by surprise this week.

Amanda WhiteOctober 19, 2011

Investor Profile

ATP says its investment strategy is ready for however the world turns

As many investors face the current uncertainty gripping world markets, ATP chief investment officer Henrik Jepsen says the Danish fund is well positioned to handle the current volatility.

SAM RILEYOctober 5, 2011

Uncategorised posts

Harvard favours emerging markets and absolute returns over fixed income

Harvard Management Company (HMC), which manages the $32 billion Harvard endowment, has made significant alterations to its policy portfolio, including increasing allocations to emerging market equities and the externally-managed absolute returns program, while slashing fixed income allocations.

Amanda WhiteSeptember 28, 2011

Uncategorised posts

Equity risk still dominates CalPERS portfolio

CalPERS’ 52 per cent asset allocation to global equities accounts for 69 per cent of its total risk allocation, according to the fund’s risk management update to the end of June.

Amanda WhiteSeptember 14, 2011

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ADIA positive on equities outlook

The world’s largest SWF, the Abu Dhabi Investment Authority (ADIA), added a number of new portfolios to equities and fixed income and reorganised its internal passive equities team in 2010, according to its second ever annual report, in which it also predicted a positive outlook for equities.

Amanda WhiteSeptember 14, 2011

Uncategorised posts

Considering SWF assets within wider sovereign context

Integrating a sovereign wealth fund (SWF) into total sovereign assets and liabilities, instead of focusing on SWF asset allocation in isolation, will impact optimal sovereign asset management, according to new research by the EDHEC-Risk Institute.

Amanda WhiteJuly 6, 2011

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Uncategorised posts

Subtle charm in new asset allocation models

Investor Profile

ATP says its investment strategy is ready for however the world turns

Uncategorised posts

Harvard favours emerging markets and absolute returns over fixed income

Uncategorised posts

Equity risk still dominates CalPERS portfolio

Uncategorised posts

ADIA positive on equities outlook

Uncategorised posts

Considering SWF assets within wider sovereign context

California Public Employees Retirement System (CalPERS)

ABP/APG Asset Management

California State Teachers Retirement System (CalSTRS)

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