Sort content by
Uncategorised posts

Why long-horizon investors should adopt factor-based asset allocation

Long-horizon investors can withstand macro-economic volatility and so should tilt towards strategies that are exposed to that, including value, small cap and momentum. Oleg Ruban, vice president in the applied research team at MSCI says this validates factor-investing and factor-based asset allocation for these investors.   Appropriate asset allocation requires explicit attention be paid to […]
Amanda WhiteOctober 3, 2014
Uncategorised posts

Investors alter allocations because of climate risks

A number of large institutional investors, including AP1, the Environment Agency and AustralianSuper, made changes to their strategic asset allocation as a result of Mercer’s 2011 study on climate risks, and now the consultant is working with a new raft of investors to assess forward-looking climate change scenarios against their current allocations. Meanwhile one of […]
Amanda WhiteSeptember 24, 2014
Investor Profile

UniSuper’s domestic equities bias

John Pearce recently notched up five years in the role of chief investment officer at the $37 billion Australian fund, Unisuper. Here he explains his fund’s bias to domestic equities and explains the parameters of the fund’s in house management program. David Rowley reports. John Pearce has a side bet with a member of his […]
David RowleySeptember 3, 2014
Opinion

The investment model for asset owners: is there a best-practice version?

In the last of a series of articles exclusively for conexust1f.flywheelstaging.com, Roger Urwin, head of global content at Towers Watson examines the asset owner investment models that are recognised as best practice, questioning whether there are patterns to the models of success. The best-practice investing model could either involve how you do it or what […]
 August 27, 2014
Investor Profile

Behind the strategy of the French pension reserve fund

The French pension reforms in 2010 had a profound impact on the asset allocation of the Fonds de reserve pour les Retraites, the €35.8 billion French pension reserves fund. Instead of making payouts between 2020 and 2040, after the reform, the FRR has to pay €2.1 billon to Caisse d’Amortissement de la Dette Sociale (CADES) […]
Amanda WhiteAugust 13, 2014
Opinion

PFZW reformulates investment principles

PFZW, the €150 billion ($205 billion) Dutch pension fund for the health care industry, has created a new investment framework which is the result of an 18-month soul-searching journey under a project called “The White Sheet of Paper”. The framework will translate into policy and implementation steps starting from 2015. Jaap van Dam, PGGM´s chief […]
 August 8, 2014
<22of32>