Asset Allocation Knowledge Center
Welcome to the P&I Asset Allocation Knowledge Center, a resource brought to you by P&I Custom Media Group. The Knowledge Center is built to provide our readers with a variety of sophisticated resources and information on asset allocation, including white papers, research, presentations and multimedia. The information on this site will be updated on a monthly basis, and we invite you to visit often and download or view any of the resources that are of interest.
Featured White Papers
Investing in Activist Hedge Fund Strategies
Dulari Pancholi
The present economic environment presents an attractive outlook for activist hedge fund investors.
The Role of REITs and Listed Real Estate Equities in Target Date Fund Asset Allocations
Cleo C. Chang, Managing Director, Head of Investment Research, Wilshire Funds Management
This analysis evaluates the role of commercial real estate equity investment through listed REITs and real estate securities in the glide path asset allocations of target date funds.
Market-Neutral Category Handbook For more
Josh Charney, Alternative Investments Analyst
The world of alternatives encompasses a daunting list of funds, many of which attempt to offer diversification for the traditional portfolio. One of the only strategies that actually exhibits low correlation, and therefore true diversification, by mandate, however, is market-neutral.
Managed-Futures Category Handbook
Samuel Lee and Nadia Papagiannis, CFA
Managed-futures funds posted eye-popping returns during the financial crisis, when nearly every other strategy and asset class went down. Are managed futures the holy grail of diversification? Probably not. But that hasn’t stopped the strategy from gathering hundreds of billions in assets since the crisis.
Long-Short Equity Handbook
Mallory Horejs, Alternative Investments Analyst
Long-short equity is the oldest and most prevalent alternative strategy around. The concept dates back to 1949, when Alfred Winslow Jones established the world’s first hedge fund.
Currency Category Handbook
Terry Tian, Alternative Investments Analyst
Currency investments are foreign to many investors. Currency trading began in the early 1970s, following the collapse of the Bretton Woods System, yet it took another 20 years for investors to even become aware of the asset class. In the 1990s, hedge fund managers such as George Soros made headlines by taking large bets against the currencies of Great Britain and Latin American nations.
2011 Corporate Pension Plan Trends Survey
NEPC, LLC has recently completed our 2011 Corporate Pension Plan LDI Trends Survey. This presentation summarizes the results and findings. "This survey is a critical component of the research we do for our corporate DB clients", noted Jay Roney, Partner in charge of NEPC's defined benefit corporate practice.
Asset Allocation with Annuities for Retirement Income Management
Paul D. Kaplan, Ph.D., CFA
We illustrate the trade-offs that retired investors face, including how likely they are to not run out of assets before dying (the "success" probability).