Asset Allocation & Strategy – Page 18 – Investment Innovation Institute

Risk in Tranches – Insurance Portfolios Revisited

Not all asset classes lend themselves well for internalisation, but which ones are best to start with depends on the individual fund.

Super funds rely on culture to attract and retain good asset management staff, CIFR research finds.

Super funds should allocate in line with their objectives, Michael Rice says.

Dr Guan Seng Khoo makes the case for a more comprehensive risk framework that traces an investment through its life-cycle.

Andrew Ang, Head of Factor Investment Strategies at BlackRock, says illiquid assets are the next frontier and will lead to factor only portfolios.

Investors need to stick with a chosen investment strategy, rather than chop and change every three years.

Tomas Franzén, Chief Investment Strategist at AP2 tells [i3] Insights about the fund’s journey into systematic beta.

AQR’s Gregory Andrade makes the case for applying hedge fund strategies to factor investing.

Cook Island’s super fund found that members engaged a little too much with operations of the fund.