global macro

Investor Profile

Florida SBA on the benefits of fixed income despite rising rates

In a recent board meeting, Florida SBA's deputy CIO Alison Romano discusses the importance of fixed income despite rising interest rates impacting the asset class's ability to offer protection in a downturn.

Sarah RundellApril 19, 2022

Uncategorised posts

ATP reunites alpha and beta after 6 years

Alpha and beta rely to a large extent on exposures to systematic risk factors, so goes the “2013 thinking” of ATP in reversing the decision to separate alpha and beta in its investment portfolio six years ago. ATP has separate hedging and investment portfolios, with the hedging portfolio significantly larger at around DKK 670 billion […]

Amanda WhiteFebruary 6, 2013

Investor Profile

Beating risk with alternatives

In an attempt to reduce tail risk, a large US west coast endowment allocated up to 15 per cent to a Man Investments’ portfolio of alternative strategies that includes global macro and managed futures.

Amanda WhiteJuly 28, 2010