Asset Allocation & Strategy Archives - Investment Innovation Institute

Insights articles categorised 'Asset Allocation & Strategy'

Mind The Gap

Taking Risk Parity Inhouse at PSERS

Asset Allocation & Strategy, Asset Owners, Risk and Regulation, Women in Finance

The US$ 55 billion Pennsylvanian pension fund PSERS embraced risk parity in an effort to address the asset allocation challenges laid bare by turmoil during the global financial crisis.

HESTA Eyes Fundamental Aus Equities

Asset Allocation & Strategy, Asset Owners, Equities, Women in Finance

Australian pension fund HESTA is considering creating an internal fundamental Australian equities capability in an effort to address capacity constraints and drive company engagement.

Asset Allocation is Key at VicSuper

Asset Allocation & Strategy, Asset Owners

VicSuper CIO Andrew Howard has positioned the fund’s portfolio to deal with low growth and higher volatility. “I’ll happily accept a lower return than what we might have received from real assets over the last 10 years to ensure we have enough ballast in our portfolio to deliver a smoother pattern of returns.”

The Science of Hedging

Asset Allocation & Strategy, Asset Owners

In the past, the decision about how to hedge has sometimes involved a bit of an educated guess, but a new paper aims to create rigour around this process.

The Inherent Complexity of Investment Problems

Asset Allocation & Strategy

Finding solutions to complex problems is often not about more information, as we do in statistics, but about finding novel ways to combine existing information, Professor Carsten Murowski says. Unfortunately, this is where computers fail miserably.

Future Fund Appoints Sue Brake in Deputy CIO Role

Asset Allocation & Strategy, Women in Finance

Australia’s sovereign wealth fund, the Future Fund, has appointed Sue Brake as Deputy Chief Investment Officer, Portfolio Strategy. In this role, Brake will report to Chief Investment Officer Raphael Arndt. Brake will lead the Future Fund’s Portfolio Strategy function, which is responsible for undertaking macroeconomic and capital markets research and blending this with the bottom-up […]

The Impact of Small Funds

Asset Allocation & Strategy

Sometimes it pays off for a pension fund to be small and nimble and one area where this is a clear advantage is in impact investing.

APG Sees More Dispersion in Investor Returns Ahead

Asset Allocation & Strategy, Asset Owners

The rise of alternative data sets is likely to create a wider dispersion of investors’ returns as the wide range of available data will lead investors to take more varying approaches than they have done so in the past, according to APG Asset Management. Until recently, most financial strategies have relied on a handful of […]

ASX Blockchain Targets Communication not Trading

Asset Allocation & Strategy

Gerben de Zwart, Head of Quantitative Equities at Dutch pension behemoth APG, believes that the rise in the use of alternative datasets will see a divergence of manager returns, as they will have to pick and choose which databases to analyse.