Risk management
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
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
The dawning of the Age of Austerity
As we start a new year, many are asking what the unprecedented events of 2011 mean for investors in the months ahead. PIMCO COO Douglas Hodge offers some thoughts.
January 23, 2012
Public pension fund CIOs getting dynamic with portfolios
Public pension plan CIOs and investment committees are trying to catch up with their corporate pension fund counterparts when it comes to managing their funds more actively.
January 23, 2012
U.K. pension execs using more longevity swaps
More U.K. pension fund executives are hedging against the possibility that their members will live longer, with fund officials in other countries expected to follow suit.
January 19, 2012 | 12:01 am
Rhode Island wants info on rebalancing, risk management providers
Rhode Island Employees’ Retirement System issued an RFI for providers of portfolio rebalancing and risk management services.
January 18, 2012 | 02:01 pm
Mercer: Climate policy uncertainty adds to portfolio risk
Legislative and regulatory uncertainty about climate policy help contribute an average 11% to investment portfolio risk, according to a Mercer report, released Wednesday.
January 11, 2012 | 04:05 pm
Derisking pension plans: conviction and capability
Navigating the choppy waters of the investment markets has impacted key corporate metrics — and as the New Year dawns, the seas are still far from calm.
January 11, 2012 | 09:26 am
Identifying the wrong objective
We applaud the emphasis on risk in the Nov. 14 issue of Pensions & Investments. Not only is there an eight-page supplement titled “RISK” by three investment giants, there is a full-...
January 09, 2012
The era of dissonance
Financial markets have entered an “Era of Dissonance” that will stand in sharp contrast to the relative harmony and economic expansion of the last half of the 20th century.
January 05, 2012 | 12:01 am
Towers Watson: 3 of 4 retirement plans don't review compliance regularly
Only 26% of defined contribution and defined benefit plan executives conduct regular operational and regulatory compliance reviews according to a Towers Watson survey on retirement plan governance...
December 29, 2011 | 03:44 pm
Ortec introduces tool to improve asset-liability management
If real life doesn't mirror asset-liability management models, then ALM models should be reconstructed to reflect reality, argues Ortec Finance, a specialist risk management consultant based in...
December 21, 2011 | 12:01 am
Investment strategy: Focus, input and implementation
How does your governance committee go about setting strategy for your investment portfolio? How are asset allocation decisions made? How often is strategy considered — is it continually part...
December 07, 2011 | 12:01 am
Indiana Public Retirement looks to create risk-parity manager list
Indiana Public Retirement System, Indianapolis, is searching for risk-parity managers to be put on a list for potential assignment, according to an RFI from the $23.5 billion system.
November 30, 2011 | 03:08 pm
European debt crisis putting credit default swaps in harsh light
Confidence in the European sovereign credit default swaps market is quickly waning after the European Union proposed to ask private investors of Greek CDS for a voluntary 50% write-down.