Investments

Managing Event Risk in the U.S. Corporate Bond Market

Published: April 17, 2013

Prudential Fixed Income looks at the economic and market factors driving the recent rise in adverse event risk in the industrial corporate bond sector and discusses steps that investors can take to manage the potential negative impact on bond portfolios.

Is Active Equity Management Alpha on Permanent or Temporary Disability?

Author(s): Tina Byles Williams, Chief Investment Officer & Chief Executive Officer, FIS Group
Published: April 11, 2013

Weighing in on the perennial active vs. passive management debate (particularly, Large Cap equity managers) our discussion focuses on active share to both define active management and to evaluate trends in the relationship between active management and alpha.

A Credit-Based Yield Strategy

Author(s): Robert M. Hall, Institutional Fixed-Income Portfolio Manager, MFS Investment Management
Published: April 01, 2013

This paper examines two of the most prevalent risks in fixed-income management — interest rate risk and credit risk — and offers MFS’ thoughts on how to respond to those risks as well as long-term opportunities for alpha generation.

Risk Premia Investing

Author(s): Andrew Weisman, Chief Investment Officer, Liquid Alternatives Group, Janus Capital Group
Published: April 01, 2013

Risk premia-based investing represents a noble concept to achieve greater portfolio diversification. This whitepaper addresses key philosophical and definitional issues related to risk premia investing and explores the role that low statistical dependence risk premia building blocks may play in improving investment outcomes.

Target-date fund adoption in 2012

Author(s): Jean Young, Senior Research Analyst, Vanguard Center for Retirement Research
Published: April 01, 2013

In 2012, more than one-third of participants in defined contribution plans for which Vanguard provides recordkeeping were invested in a professionally managed account option and 27% were invested in a single target-date fund (TDF). Use of TDFs in DC plans continue to grow rapidly.

Why is annualizing risk properly so important?

Author(s): Carl Moss, Senior Managing Director, INTECH and Vassilios Papathanakos, Ph.D., Deputy CIO, INTECH
Published: April 01, 2013

Properly measuring risk, and accounting for it when assessing the value of future returns, is fundamental to investing. We explain how to simply tailor the estimation of the standard deviation of a potential investment to match an investor's risk profile.

Beyond the headlines: Useful tools for expanding the flow of credit

Author(s): Brian Rose - BlueMountain Capital Management, LLC Rob Brown, PhD, CFA - Eqis Capital Management, Inc.
Published: August 08, 2012

Risk parity and the limits of leverage

Author(s): Mike Sebastian, partner investment solutions at Aon Hewitt EnnisKnupp
Published: May 02, 2012

Understanding the hidden costs of index data and benchmark management

Author(s): Steve Cheng, global head of data management solutions at RIMES Technologies
Published: April 18, 2012

Come On In, the Water’s Fine!

Author(s): Catherine Ryan and Matt Sheldon of Kleinwort Benson
Published: March 22, 2012

All white papers posted were created by the listed authors who are solely responsible for the research, finding and all materials contained therein. Pensions & Investments has not verified or edited the materials (other than for length and style) and does not necessarily agree or disagree with the analysis and positions expressed by the authors. Reference to any company, product or service does not imply recommendation or sponsorship by Pensions & Investments.

For more information on submitting a white paper, please contact Richard Scanlon at rscanlon@pionline.com or 212-210-0157.

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