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Volatility: Cashing in on fears of market downturns

Many pension funds buy insurance strategies for protection but those willing to take the other side can get well compensated for the risk.

Volatility: Exploiting the benefits, avoiding the pitfalls

Strategies to profit from market gyrations are plentiful, but asset owners still fear a big drop

Danish funds make strategic shift to Eonia swaps for liability hedging

Having made the strategic decision to hedge its liabilities using Eonia swaps, Denmark’s PKA says its members’ pensions should not depend on mistrust between banks for a non-traded rate

Japanese market rebound revives interest

As Japanese equities surge after 20 years of recession, investors must decide whether this is the start of a sustained recovery or just another dead-cat bounce

From Pension Funds / Strategy April 2013

Risk parity and linear risk management – massive problems around the corner?

With global debt at extreme levels and interest rates bottoming out, Patrick Roos looks at how a risk parity portfolio can be best managed in the current environment

From Pension Funds / Strategy April 2013

Inflation: Distant danger or cause for concern?

Inflation may not be an immediate threat, but larger fixed income allocations have made investors vulnerable

From Pension Funds / Strategy April 2013

Inflation: The imperfect science of inflation hedging

The myriad scenarios that generate inflation means deciding on the right assets to protect against it is a challenge

From Pension Funds / Strategy April 2013

The art of selling shares

How are your stocks doing? That is easy: just look at your portfolio. Sophisticated software also enables managers to slice return data in various telling ways.

From Pension Funds / Strategy April 2013

Inflation according to SPP’s Staffan Hansén

Before thinking about how to prepare for inflation, one needs to consider what type of inflation to expect, says Staffan Hansén, chief executive officer of SPP Livförsäkring

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From Pension Funds / Strategy March 2013

Ambachtsheer: ‘Measure your funds against the champions’

Global pensions authority Keith Ambachtsheer has looked under the bonnet of the Finnish pensions system to see how it stacked up against its peers

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