Sort content by
Equities

Wyoming takes
the passive route

Investors are taking an increasingly sophisticated view of their passive equity allocations, aiming to capture the benefits of a range of risk premiums, while also lowering the volatility and improving the risk/adjusted returns – all at a considerably lower cost than active management. Wyoming Retirement System (WRS) turned to risk-premium mandates as part of a […]
SAM RILEYMay 23, 2012
Investor Profile

ESG alpha solution
in a labyrinth

More than 1000 asset owners and service providers have signed up to the United Nations Principles for Responsible Investment, and yet the question on everyone’s lips remains how to actually integrate sustainability into the investment process and ultimately add alpha. Bill Mills, managing partner of Highland Good Steward Management, has an idea and a platform […]
Amanda WhiteMay 11, 2012
Research

Ignoring small caps
could cost: MSCI

MSCI looks at why investors may have a limited small cap representation in their equity portfolios and how this may potentially impact on both risk and returns. The researchers find that investors may be making an unintentional decision to minimise their exposure to small caps that could have cost 60 basis points of annual performance […]
 April 18, 2012
Research

Hedging implications for
liability-driven investors

Managing surplus risk enables pension plans and endowments to align their asset allocations with their future obligations. Market Insight:Analyzing Hedges for Liability-Driven Investors seeks to better understand the drivers of surplus risk and to analyse the potentially subtle impact of specific hedges. In Goldberg and Kim’s case study, a term-structure hedge using an interest-rate swap […]
 April 11, 2012
<7of9>