Investing/portfolio strategies

Texas Employees Retirement starts work on small-cap manager pool

Texas Employees Retirement System, Austin, will issue a request for qualifications in the next month or two to set up a pool of preapproved domestic small-cap equity managers.

February 22, 2012 | 04:10 pm

Wales’ Flintshire County pension fund seeks frontier markets manager

Flintshire County Council Clwyd Pension Fund, Mold, Wales, is searching for a frontier markets equity or multiasset manager.

February 22, 2012 | 02:40 pm

Fife Council Pension Fund looking for global equity managers

Fife Council Pension Fund, Glenrothes, Scotland, issued an RFI for managers to be included in a framework agreement, or preapproved list of managers, to manage an active, long-only global equity...

February 22, 2012 | 02:36 pm

Louisiana Sheriffs pension fund doles out $72 million

Louisiana Sheriffs' Pension & Relief Fund, Baton Rouge, is adding a total of about $72 million to existing managers.

February 22, 2012 | 02:29 pm

Norwood Contributory reissues emerging markets equity RFP

Norwood (Mass.) Contributory Retirement System reissued an RFP for an active emerging markets equity manager to run $5 million, according a posting on Meketa Investment Group's website.

February 22, 2012 | 02:10 pm

San Joaquin County Employees chooses 2 for risk parity

San Joaquin County Employees’ Retirement Association, Stockton, Calif., hired Bridgewater Associates and Clifton Group to each run risk-parity strategies.

February 22, 2012 | 01:59 pm

Research papers get top honors from IRRC Institute

Research papers on a contrary view of fiduciary investment decision-making and on ambiguity in stock prices as a distinct factor from risk were winners of prizes of $10,000 each in the new IRRC...

February 21, 2012 | 03:29 pm

Montana board to make flurry of investment changes

Montana Board of Investments is expected to approve a $15 million commitment to a buyout fund, add $10 million to a real estate fund, move $99 million from a terminated manager and place another firm ...

February 21, 2012 | 04:29 pm

Harry Markowitz among 9 researchers to receive Harry M. Markowitz Awards

Three sets of papers by nine researchers, including Harry M. Markowitz, were named winners of the Harry M. Markowitz Awards, according to a joint statement issued Tuesday by New...

February 21, 2012 | 04:26 pm

Ohio State Teachers boosts alternatives at expense of domestic equities

Ohio State Teachers' Retirement System is increasing its target allocations to international equities, private equity and opportunistic/diversified assets and decreasing its target allocation to...

February 21, 2012 | 04:21 pm

Charlottesville Retirement looks to hire large-cap manager

Charlottesville (Va.) Retirement System is searching for a domestic large-cap growth equity manager to run $6 million to $7 million.

February 21, 2012 | 04:02 pm

Kentucky Retirement System seeks midcap managers

Kentucky Retirement Systems, Frankfort, is conducting an invitation-only search for two or three managers to run a total of $500 million in active domestic midcap equities.

February 21, 2012 | 03:39 pm

Sutton Pension Fund picks managers for absolute return, global equity

London Borough of Sutton Pension Fund appointed six managers divided into two separate framework agreements to manage two portfolios: a multiasset absolute-return portfolio and an unconstrained...

February 21, 2012 | 12:55 pm

An end to the 60/40 asset allocation

The conventional approach to asset allocation — which began with the staple 60/40 policy portfolio of stocks and bonds, before morphing into highly leverage-sensitive alternatives — is...

February 20, 2012
Global macro, managed futures heating up

Global macro, managed futures heating up

U.S. institutional investors have global macro and managed futures managers firmly in their sights as they hunt for non-correlated investment strategies to add to their hedge fund portfolios.

February 20, 2012
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