All Asset allocation articles – Page 15
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White papersLevelling up the UK: will real estate investors look outside London?
The UK government’s “levelling up” agenda needs institutional investors in real estate to look beyond London to succeed.
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White papersStrategic Asset Allocation for a Default Pension Plan
This literature review discusses how to design a default life-cycle asset allocation for a defined contribution (DC) pension scheme. This default option may be the same for all participants, or it could be customised to plan members’ profiles.
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White papersClearing the Hurdles
On a 12-month horizon, this looks to us like an attractive environment for risky assets, but the inflexion point in the current cycle is proving particularly volatile: adopting a more defensive view in the short term may help investors clear the immediate hurdles.
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White papersInvestment View: Off Crutches
The global economy has hit a speed bump, built on the Delta variant and supply chain issues; we expect growth to find a floor in H2, as the fourth Covid wave recedes, and China cautiously eases policy. But supply constraints are proving sticky, and surging commodity prices are a new threat to the consumer outlook. That risk deserves hedging.
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White papersThis Is Not a 60/40 Environment
The shift to a mid-cycle expansion beset with unusually high levels of uncertainty could bring a new test for asset allocators.
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Research ReportAsset Allocation: Think portfolio construction
Using a factors-first lens to find opportunities in today’s alternatives market
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Research ReportClearing hurdle targets amid rising rates
For much of the past decade, the endowment and foundation community has expressed concerns about the challenge of meeting their spending requirements while maintaining funding levels in an environment of low yields and muted return expectations.
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White papersAsset Class Return Forecasts - Q3 - 2021
The first half of 2021 has been witness to exceptional growth in demand fueled in large part fiscal stimulus and waning Covid-related restrictions. Latest data release indicates the major economies may be at the onset of high-water mark of economic acceleration and the growth will slow down worldwide. Uncertainties of future cash infusions paired with ebb and flow from Covid re-openings are likely to be further headwinds to further short-term demand acceleration.
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White papersThe World’s Simplest Asset Allocation Model
When markets and data look this contradictory, it may be easier to start by counting on your fingers.
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White papersCase study: Maintain a fund’s mandated asset allocation ratio through shifting markets
A portfolio manager with a $2 billion portfolio has a mandate to maintain a 60/40 mix (60% equities to 40% fixed income). Within the 60% equities allocation ($1.2 billion), the manager must maintain a 50/50 mix of large-cap equities benchmarked to the S&P 500 and small-cap equities benchmarked to the Russell 2000.
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White papersMarket Scenarios and Risks - July 2021
On the back of our quarterly updates, we have reviewed the narrative and the probabilities of our central and alternative scenarios. In our central scenario, the policy mix and improving fundamentals support the recovery and markets.
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White papersFrom Hanging Ten to Choppy Waves
Does a change in the weather forecast at the Federal Reserve signal an end to the early stage of this recovery cycle?
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White papersRevisiting Quality Investing
In the field of factor investing, quality is undoubtedly the equity factor with the weakest consensus.
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White papersIs the bond broken?
An allocation to government bonds within a multi-asset portfolio has traditionally played a vital role in terms of risk management and diversification.
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White papersGlobal Investment Views - July 2021
The waters look to have remained calm in financial markets, despite the hot numbers coming from the real economy.
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White papersBond Yields Under a More Hawkish Fed
A more hawkish Fed may not lift Treasury or investment grade credit yields, and that raises important questions for fixed income investors and asset allocators.
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Asset Manager NewsAsian respondents are committed to increasing ESG engagement and indicate an increasing shift towards alternative investing
According to Nuveen’s inaugural global institutional investor survey, the ongoing global pandemic, the shift to investing in alternatives and ESG integration are the most powerful themes shaping investment decisions in the Asia Pacific region in 2021.
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White papersRobo-Advising for Small Investors: Evidence from Employee Savings Plans
We study the introduction of robo-advising on a large representative sample of Employees Saving Plans. The robo-advisor proposes a portfolio allocation and alerts investors if their allocation gets too far from the target, while investors remain free to follow or ignore the advices.
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White papersHarnessing the Potential of Private Assets: a Framework for Institutional Portfolio Construction
Institutional portfolios such as corporate pension plans are increasing allocations to illiquid private assets seeking better returns and diversification. However, as allocations increase, a portfolio’s liquidity structure changes, sometimes abruptly. How can a CIO increase their confidence with private asset allocations and unlock their potential?
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White papersMarket Scenarios and Risks - June 2021
We maintain the narrative and probabilities of our central and alternative scenarios. In our central scenario, equities outperform on the back of abundant liquidity, improving fundamentals and accommodative monetary policy.
