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.
5/05/2022 Portfolio Strategy Setting your investment objectives: institutional asset allo... Understanding the factors that contribute to setting investment objectives in the Investment Policy Statement.
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
21/09/2020 Portfolio Strategy Risk budgeting and trade sizing: why they matter to multi-as... Managing a multi-asset portfolio has rarely looked as complex as it does today, especially for those investors looking for an appropriate governance model...
2/06/2020 Portfolio Strategy Multi Asset: a solid total portfolio approach for a complex... An increasing number of institutional investors have adopted a total portfolio approach (TPA) as a response to the weaknesses of more traditional strategic...
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...
