8/02/2023 Portfolio Strategy Currency hedging policy for institutions Understanding fundamentals and implications of currency hedging for global portfolios, both on a tactical and strategic basis.
25/10/2022 Portfolio Strategy How do institutions segment their investment universe? In the first papers of this series, we addressed the issues of how institutional investors should set their investment objectives – a key element of any...
6/09/2022 Portfolio Strategy Articulating asset allocation across different time horizons Understanding how to articulate asset allocation across different time horizons.
12/11/2021 Portfolio Strategy Combining active and passive investing in Multi Asset: an in... Numerous factors have been driving the development of passively managed vehicles and their increasing weight in institutional investors’ portfolios
28/03/2018 Portfolio Strategy Setting objectives for your asset allocation The objective of this paper is to describe how an investor can define a target return, split between that of Strategic Asset Allocation (SAA) and excess...