ESG investments are already norm. Asset owners who are ahead with ESG investments will need to understand the risk characteristics of high ESG-rated stocks, when managing ESG incorporated portfolios. You will find out the hint in this paper.

Intech illustrates factor investing’s fragile alpha potential and increasing constraints. Understand factor exposure beyond advertised claims of compensated risks. You may find the need to diversify – even limit – your exposure to them because of the uncompensated risks they represent.

57% of American workers admit to financial stress, imperiling both their well-being and job productivity. With a data-driven approach, employers can assess the financial needs most relevant to their employees to design customized solutions to help improve their financial wellness.

New thinking to deliver optimized participant outcomes. Access our award-winning publication Shifting DC Times.

This roundtable, a companion to Pensions & Investments’ Multi-Asset Investing Conference, delves into these and other questions about multi-asset investing with Ray Carroll, chief investment officer at Neuberger Berman Breton Hill; Shaniel Ramjee, senior investment manager, global multi-asset funds, at Pictet Asset Management; and Stefan Hubrich, director of multi-asset research, at T. Rowe Price.

A panel of industry experts — John Streur, president and CEO of Calvert Research and Management; Emily Chew, global head of ESG research and integration at Manulife Investment Management; and Edward Farrington, executive vice president of Natixis Investment Managers — all longtime practitioners of ESG investing, demystify the confusion around ESG perspectives for DC plans, decipher the fiduciary concerns and offer ways for plan sponsors to move forward to embrace ESG investing.

In this roundtable discussion, Todd Thompson, a senior portfolio manager at Reams Asset Management; Sean Banai, head of portfolio management at Voya; and David Zee, a senior vice president at Callan, talk about the pros and cons of carving out an allocation to unconstrained fixed income.

Many investment managers apply strict portfolio constraints under the guise of risk management best practices. This paper examines the costs of those investment constraints and how an unconstrained investment approach can be key in generating long-term excess returns.

The Chinese market is second only to the U.S. in breadth, depth and liquidity, yet it is an afterthought in global benchmarks. Discover what makes China a compelling, stand-alone investment opportunity and why an active-management approach is an optimal method for harnessing this opportunity.

In EDHEC’s “Research for Institutional Money Management” supplement, Scientific Beta’s researchers look at the performance of factor indices following rebalancing trades, the role of the Size factor in multi-factor portfolios, high-quality single smart-factor indices, a methodology for analysing the macroeconomic risk of equity factors, and low carbon and ESG fiduciary options.

In our annual Global Investment Forum, BMO's multi-asset team gathered to formulate their annual outlook global market outlook. Topics and findings include environmental issues and decarbonization, Brexit, globalization and shorter term views on the markets.

The outsourced chief investment officer business continues to evolve. While OCIO providers still reach out to the industry’s traditional base of defined benefit clients, the second phase is adding business from other institutional investors. P&I discussed these topics in a roundtable discussion with Heather Myers, partner and nonprofit practice leader at Aon; Thomas Meyers, executive director, head of Americas client solutions, Aviva Investors Americas; and Rich Joseph, wealth distribution leader at Mercer.

Should high yield investors go global? See how shedding the home-country bias in high yield offers improved potential for diversification and creates meaningful advantages for investors seeking a wider range of alpha sources.

In this roundtable discussion Oliver Schupp, Head of Investor Relations, North America at Capital Fund Management (CFM), Bernie Nelson, chief research advisor at Style Analytics, and Phil Tindall, senior director at Willis Towers Watson, discuss what investors need to know, how to allocate to factors and smart beta, how to measure these strategies and what the risks are.

Institutional investors have embraced commercial real estate, but their reluctance to allocate to equity REITs has been costly for beneficiaries over the last decade. As the search for yield continues, a fresh look at equity REITs is warranted.