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...
20/03/2018 Portfolio Allocation Illiquidity and investment decisions: a survey Investing in illiquid assets has become increasingly popular among individual and institutional investors.
16/03/2018 Investment Insights Shareholder Activism: Why Should Investors Care? Institutional investors have large and diversified portfolios with substantial company ownership and strong incentives to monitor and influence the firm’s...
1/03/2018 Retirement Pension Funds Letter 4 - The end of “easy money”: at the daw... Just after the recent market corrections and volatility spikes, important debates are arising again. The stress observed lately in the markets clearly...
12/02/2018 Emerging Markets Emerging Markets: How to unlock the next wave of returns After years of buoyant market conditions that have driven strong market performance across the board, investors are questioning for how long this “Goldilocks”...
6/02/2018 Capital Market Assumptions Asset Class Returns Forecasts - Q1 - 2018 The robust global economic growth experienced in 2017 is expected to continue into 2018, albeit with some notable exceptions such as UK.
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...
21/12/2017 Portfolio Strategy Megatrends and disruptions Consequences for Asset Management The asset management industry has to face three different types of challenges.
12/12/2017 Fixed Income & FX Credit Continuum: How to make it happen We have been living for the past few years under an unprecedented regime of unconventional monetary policies. Abundant liquidity poured into developed...
1/12/2017 Economy & Markets CIO Insights - Four investing paradigms for an era of regime... In a market environment characterised by disruptive trends and possible regime shifts, asset managers need to evolve and to enhance their capabilities...