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Portfolio construction

Showing 10 of 18 Insights Posts
487586301
Archived info
Archived pieces remain available on the site. Please consider the publish date while reading these older pieces.

Concentrated markets: Implications for active management, manager research, and multi-manager capital allocation

Members of our Fundamental Factor Team share research insights on the portfolio impact of benchmark concentration and highlight tools that may help, including extension strategies, passive-share analysis, and index-completion approaches.

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event December 2024
18 min
Whitepaper
2025-12-31
Archived info
Archived pieces remain available on the site. Please consider the publish date while reading these older pieces.
Book with green Boards
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Archived pieces remain available on the site. Please consider the publish date while reading these older pieces.

Extra credit for corporate plans: Advanced topics in LDI implementation

To help corporate DB plans refine their liability-hedging strategies, members of our LDI Team take a deep dive on 3 key liability risks and offer ideas to help improve the design of hedging portfolios.

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event September 2024
25 min
Whitepaper
2026-08-31
Archived info
Archived pieces remain available on the site. Please consider the publish date while reading these older pieces.
956835436
Archived info
Archived pieces remain available on the site. Please consider the publish date while reading these older pieces.

2024 Insurance Outlook: Position portfolios for the unexpected

Tim Antonelli offers two critical ideas for insurers' 2024 investment planning: doubling down on diversification and rethinking risk, including geopolitical and default risk.

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event December 2023
Article
2024-12-31
Archived info
Archived pieces remain available on the site. Please consider the publish date while reading these older pieces.
1069159866
Archived info
Archived pieces remain available on the site. Please consider the publish date while reading these older pieces.

Climate mapping in action: Investment case studies

We describe our Climate Exposure Risk Application (CERA), which can help our investment teams visualize and quantify physical climate risks.

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event November 2023
Article
2024-11-30
Archived info
Archived pieces remain available on the site. Please consider the publish date while reading these older pieces.
1347909256
Archived info
Archived pieces remain available on the site. Please consider the publish date while reading these older pieces.

Liability-hedging diversifiers: What’s on your pension’s playlist?

Corporate pensions moving closer to their end state may benefit from more diversified liability-hedging allocations. To help, LDI Team Chair Amy Trainor offers a liability-hedging diversifiers “playlist” — a set of asset classes and strategies that may harmonize well with a variety of objectives, from downside mitigation to long-term outperformance versus long corporate bonds.

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event October 2023
Whitepaper
2024-10-31
Archived info
Archived pieces remain available on the site. Please consider the publish date while reading these older pieces.
151419772
Archived info
Archived pieces remain available on the site. Please consider the publish date while reading these older pieces.

More from the core: How fundamental extension (140/40) strategies could help

Extension strategies may offer investors more flexibility in portfolio construction, along with potential to achieve greater risk-adjusted returns, thus delivering “more from core” in equity allocations without taking on significantly more tracking risk. 

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event September 2023
Whitepaper
2024-06-30
Archived info
Archived pieces remain available on the site. Please consider the publish date while reading these older pieces.
1011168744
Archived info
Archived pieces remain available on the site. Please consider the publish date while reading these older pieces.

A test for the global economy

What are the similarities and differences between the US regional banking crisis and 2008's global financial crisis? How likely is a recession? Should investors be focusing on value or growth? In this podcast, Macro Strategist Nanette Abuhoff Jacobson shares her interpretation of where the economy is headed, outlining where the risks and opportunities may lie for investors in the next 12 months.

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event July 2023
Video
2024-07-31
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Archived pieces remain available on the site. Please consider the publish date while reading these older pieces.
Mid Year Outlook Designs
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How to weather the storm: A roadmap for more resilient portfolios

As we face a new era of elevated market and cycle volatility, Co-Head of Investment Strategy Natasha Brook-Walters assesses how asset owners can ensure that their portfolios are up for the challenge.

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event July 2023
Article
2024-07-31
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Archived pieces remain available on the site. Please consider the publish date while reading these older pieces.
97971096
Archived info
Archived pieces remain available on the site. Please consider the publish date while reading these older pieces.

Mind the liquidity (and cost) gap: Revisiting a plan’s hedge-ratio approach

Members of our LDI Team take a fresh look at the process of setting and managing liability hedge ratio targets, including liquidity considerations that are top of mind today and the implementation toolkit.

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event June 2023
Article
2025-06-30
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Archived pieces remain available on the site. Please consider the publish date while reading these older pieces.
Archived info
Archived pieces remain available on the site. Please consider the publish date while reading these older pieces.

Is the structural case for inflation still intact?

Even if inflation cools in the coming months, members of our Investment Strategy team expect it to be "stickier" over the long term. Find out how that might impact asset allocation decisions.

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event May 2023
Quick Take
2024-05-29
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