16/04/2024 Portfolio Strategy Gold: “Things are now in motion that cannot be undone…” Gold has surged by around +30% since autumn 2023, with peaks that were not easily tied to specific events. Various factors have contributed to this rise,...
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...
4/01/2018 Portfolio Strategy Keep Up The Momentum The momentum risk premium is one of the most important alternative risk premia alongside the carry risk premium. However, it appears that it is not always...