All Portfolio Management articles – Page 2
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WebinarMarket Perspectives Webinar - Global real estate: Approaching the turn replay
With interest rates falling and global growth stabilising, opportunities are emerging in global real estate. Watch the replay to hear from Macquarie Asset Management’s panel of experts as they discuss the outlook and how investors should position their portfolios to take advantage of current market pricing.
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White papersDecarbonization Metrics for Real Estate Investment
Goal Setting for a Portfolio in the Context of Absolute vs. Intensity Metrics
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White papersCan high emitters be net-zero leaders?
At LOIM, our way of deploying capital in the transition to a more sustainable economy differs from many low-carbon strategies. We do not only target businesses that already emit relatively low levels of carbon. Instead, we also seek out firms in economically important but emissions-intensive sectors – like steel and cement – that have ambitious and credible plans to decarbonise and whose progress might be underappreciated by the market.
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White papersWhy Asia Matters
CIO designate Sean Taylor gives his take on what Asia has to offer global and emerging markets investors, from growth, to diversification, to innovation.
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White papersCapital Market Assumptions 2024: Implications for European Insurance Portfolios
Optimizing insurance portfolios for the road ahead.
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White papersTargeting net zero: 5 reasons to rethink portfolio decarbonisation
Why should investors consider rethinking their approach to aligning to net zero? Because in our view many current solutions, which focus on today’s low-carbon companies, have real flaws.
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White papersMulti-Asset Investing in a Post-Peak Rate Climate
Rate cuts don’t happen in a vacuum—staying nimble with asset allocation can help investors adapt.
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White papersBuilding resilient natural capital portfolios through diversification
”The lack of correlation across diverse natural capital investment strategies offers great potential for efficiency improvements via portfolio design.”
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White papersBond Portfolio Optimisation and Mixed Integer Programming
While portfolio optimisation is commonplace in equities, it is more complex in the fixed-income space, partly because of trading lot sizes. Implementing the portfolio composition by converting weights into holdings is easy for equities due to small lot sizes.
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White papersA tale of two risks: building robust portfolios aligned to net-zero
Building climate-aligned portfolios requires a forward-looking approach to maximise opportunities and reduce risks associated with the climate transition. Instead of focusing solely on historical levels of carbon emissions, our TargetNetZero strategies identify the potential leaders and laggards of the climate transition in all sectors of the economy by evaluating companies’ current policies and commitments to decarbonisation.
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PodcastThe Art of Giving in Philanthropy
As the end of the year approaches, many of us consider what we can we do for those in need. Charitable contributions are a vital source of capital for non-profit organizations, but how do investors consider allocating to these causes within their portfolio construction effectively? And particularly during these times of volatility, how can donors optimize their philanthropic efforts?
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White papersBreaking Down the Liquidity Silos
Breaking down the boundaries between liquid and illiquid assets could broaden our outlook and better align portfolios to our objectives and time horizon.
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White papers‘The fountain of youth’ – Lindy’s Law and quality growth investing
In 1993, Princeton astrophysicist Richard Gott compiled a list of all the then-current Broadway and off-Broadway shows and noted when each had first opened in New York’s famous theatre district. He then predicted, “how long each show would run, based solely on how long it had been running already”. Ultimately, Gott was proven right – with an accuracy of 95%.
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White papersConsiderations for investing in global real estate
Many investors are familiar with the appeal of holding real estate. With a generally low correlation to other asset classes, it can serve as an instant diversifier in a mixed-asset portfolio.
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White papersNet Zero Investment Portfolios - Part 2. The Core-Satellite Approach
This article is the second part of a research project on net-zero investment. While the previous publication was dedicated to the integrated approach, this one focuses on the core-satellite approach. As explained in the first part, net-zero policies need to address two dimensions: decarbonizing the portfolio and financing the transition.
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White papersBeyond the Traditional: Uncovering the Value of Investing in Specialized Real Estate Properties
The concept of diversification is essential to investment portfolios. Diversification involves investing in a variety of assets to reduce risk, while increasing potential returns.
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White papersOpportunity in the Private Equity Liquidity Squeeze
Why we think macro uncertainty and the private equity liquidity squeeze are making secondary market conditions particularly favorable for targeted buyers
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White papersDeploying AI in Investment Applications: Three Case Studies
There are different ways to apply AI to portfolio management processes. We discuss three distinct approaches in fixed income, hedge funds and equities.
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PodcastRiding the Curve: A Sprint or a Marathon?
Recorded on August 23, 2023, this conversation centers on the parallels between the world of running and how investors might consider positioning themselves across the yield curve today to run a successful race. Danny Sarnowski, portfolio specialist for the Plus Fixed Income team with Allspring Global Investments, and Abby Becker, consultant relations associate manager, share their thoughts.
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White papersDo better volatility forecasts improve risk-based portfolios?
MARS, our Multi-Asset Research Series, focuses on complex topics in the realm of multi asset to bring quantitative investment research back to Earth. This third edition completes our previous research on range-based volatility measures – or models that account for intraday patterns – by asking if such measures could improve the return profile of a risk-based portfolio.
