Asset Allocation

Uncategorised posts

North Carolina in need of ALM study, staff

The North Carolina Retirement System is in need of a formal asset liability study and is fundamentally understaffed, according to an independent review by Ennis Knupp commissioned by the State Treasurer.

Amanda WhiteJune 16, 2010

Asset Classes

Found: the “missing link” in the equity risk premium puzzle

As pension funds look at new ways to assess their asset allocation, including the adoption of a risk-premia approach, Simon Mumme delves into the latest thinking on whether markets reward investors for the big swings and roundabouts.

SIMON MUMMEJune 9, 2010

Uncategorised posts

The new AA: funds hedging for “tail whippings”

The shock of asset class correlations going to one during the global crisis has prompted new ways to look at asset allocation among institutional investors and managers, which have started to drill down into the risk factors driving markets.

SIMON MUMMEJune 1, 2010