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Opinion

Evolution in risk reporting for sophisticated institutional investors

Risk reporting is increasingly regarded by sophisticated investors as an important ingredient in their decision-making process, authors from EDHEC argue that  the effective number of (uncorrelated) bets could be a useful risk indicator to be added to risk reports for equity and policy portfolios. Risk reporting is increasingly regarded by sophisticated investors as an important […]
 May 28, 2014
Investor Profile

Risks are multi-faceted and evolving: Litterman

If Robert Litterman were a CIO of a public pension plan he would not try to hit an “unrealistic return target”. Amanda White speaks to him about risk, quants, asset allocation and climate change. There is a serious problem with US public pension funds and the “unrealistic commitments and unrealistic return targets” they have set, […]
Amanda WhiteMay 7, 2014
Uncategorised posts

Mercer’s plan for integrating ESG

How to implement ESG into portfolio construction and implementation is an ongoing challenge for asset owners. Mercer has come up with a number of strategies including the best way to use ESG ratings, active ownership, and tailored strategies that play to sustainability themes, including its own unlisted investment solution. Amanda White spoke to Jane Ambachtsheer, […]
Amanda WhiteMarch 14, 2014
Investor Profile

Ohio SERS reduces hedge funds

This year the $12 billion Ohio School Employees Retirement System is prioritising projects that fulfil the board’s desire to find income from alternative sources and manage risk, including allocating more to real assets, and initiating an RFP on a risk management system. Farouki Majeed speaks to Amanda White about the fund’s investment program.   With […]
Amanda WhiteFebruary 21, 2014
Uncategorised posts

Free advice: Mercer’s 10 tips for DC plans in 2014

As the growth of defined contribution plans continues to outpace the defined benefit sector, the focus for those running defined contribution plan sponsors should be on meeting objectives, good governance and investment risk management. Consulting firm, Mercer, has some advice for the DC sector. According to Mercer establishing best practices across all areas of defined […]
Amanda WhiteJanuary 15, 2014
Uncategorised posts

Cardano and Monty Python collaborate on the crisis

Chief executive of Cardano UK, Kerrin Rosenberg, is a Monty Python fan. In the same eccentric vein as the famous satirists he has a healthy disrespect for the status quo and a quirky view of how pension assets should be managed, which for most funds includes a radical change in asset allocation. In 2010 Cardano, […]
Amanda WhiteJanuary 15, 2014
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