FISOF

Investor Profile

CERN fund: the collision of investment ideas?

Its core business involves expanding the realm of science by beaming particles close to the speed of light and it invented the web – as we know it – as a nice little side project. You would perhaps then expect the CHF 3.6-billion ($3.9-billion) pension fund of the European Organisation for Nuclear Research, CERN, to […]

Dan BillinghamApril 19, 2013

Research

The currency dimension

As recent events in the EU spark anxiety in financial markets, researchers at EDHEC Risk Institute examine various performance attribution models and the relation to currency decisions and overlay management.

July 21, 2010

Uncategorised posts

Performance attribution using a decision hierarchy approach

The increasingly dynamic nature of asset allocation and the combination of internal and external management within pension funds requires a performance evaluation model for deeper insight of the organisation’s results.

Amanda WhiteDecember 14, 2009