- Filter By.
-
Topic (${ Topics.length })
-
-
Type (${ ContentTypes.length })
-
Contributor (${ Contributors.length })
- Relevance
- Newest
- Oldest
White Paper
Asset Allocation in a Low Yield Environment
August 21, 2017
In 2016, bond yields dropped to unprecedented low levels in major developed markets. Even in a low rate environment, we think it’s important to diversify across many return sources.
White Paper
A Better Approach to Alternative Investing
May 1, 2013
The goal of a portfolio is to maximise risk-adjusted return. Adding alternative investments to a traditional portfolio is a way to potentially do this, reducing downside risk while maintaining or even increasing the portfolio's expected return.
Trade Publication
The 5% Solution
May 1, 2012
Institutional investors commonly target 5% real annual returns, or 7% to 8% nominal returns.
White Paper
Changing Spaces Emerging Markets Investing
October 1, 2010
Over the past decade, emerging-market equities have become a meaningful portion of global equity markets. We provide some key insights to help investors evaluate their exposure.
White Paper
Systematic Credit Investing
November 18, 2016
This paper aims to increase familiarity of the credit asset class and provide an overview of our approach to systematic credit investing. We introduce credit instruments and outline a framework for understanding sources of credit excess returns.
White Paper
Tactical Tilts and Foregone Diversification
April 2, 2014
Investors tend to forget that tactical timing may incur a penalty: forgone diversification. We discuss that hurdle here, as well as the situations in which we would consider employing tactical timing.
White Paper
Seven Thoughts on Running Big Money for the Long-Term
April 9, 2009
Although there is no silver bullet in asset management, there are several fundamental principals. Taking risk and having a long-term perspective are the keys to investment success and the most important predictors of long-term returns.
White Paper
Implementing Portable Alpha: A Case Study
September 1, 2007
This 2007 case study examines what happens when a fictional public pension plan faces an equity market slump, lower expected equity-market returns and a legislature-mandated increase in the investment portfolio’s target real rate of return.