With impetus from regulation and technology advances, change is blowing through the DC world. Read the latest on plan design, lifetime income solutions, asset allocation considerations, participant communication, pooled plans, and more.

EDHEC Research explores the impact of ESG factors on investment portfolios, offers a goals-based retirement investment framework to incorporate life event risk, investigates portfolio diversification and hedging, and more.

How can asset owners navigate the uncertainties of the current macro environment and the potential risks of inflationary pressures and market volatility, yet stay well positioned to meet their long-term investment objectives? A global asset manager shares key concerns of institutional investors and offers a total portfolio perspective.

To learn about the many risks and opportunities ahead, Pensions & Investments spoke with Henry Song, fixed-income portfolio manager, Diamond- Hill Capital Management; Rob Waldner, chief strategist and head of macro research for Inves-co fixed income; and Dan Janis, senior managing director, head of global multisector bonds, at Manulife Investment Management.

Looking for an alternative to hedging equities that's a good diversifier with downside protection? Systematic global macro strategies offer a timely multi-asset approach.

Does the rally in emerging markets from the pandemic lows of 2020 represent a tactical or strategic rally? This report unpacks that question and other important issues institutional investors need to consider.

A new quantitative tool gives investors the ability to see how different economic environments impact the value of gold.

Challenged by the pandemic, the growing OCIO market passed major tests of governance and communications last year as providers helped plan sponsors and other institutional investors navigate uncharted waters.

In the latest “Research for Institutional Money Management” supplement, Scientific Beta’s authors cover factor strategies in crises, crowding risk in smart beta strategies, the robustness of factor indexes, effective ESG engagement policies, a core ESG filter, a Low Carbon Dynamic Defensive solution and the Historical Volatility Adjustment (HVA) risk-control option.

Diversification and liquidity can safely kindle the performance of institutional investors’ dry powder assets while they wait for private markets to call.