Portfolio construction

Active management Equity Portfolio construction Wealth Program EMEA Focused European Equity Article

The power of local perspective: the rewards of a contrarian approach to European equities

Portfolio Manager Tom Horsey and Investment Director Thomas Kramer explain why they see compelling opportunities in today's European equity market for contrarian, bottom-up investors.

By

Thomas Horsey

Thomas Kramer

event March 2025

4 min

Article

2026-03-31

Equity Factors Macro and market Content CoE Program Global Program iStrat Active management Portfolio construction Whitepaper Article

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.

By

Gregg Thomas, CFA

Megan Kelly, CFA

event December 2024

18 min

Whitepaper

2025-12-31

Liability-driven investing Portfolio construction DB Private Program iStrat Equity Fixed income Whitepaper Tactical allocation

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.

By

Amy Trainor, FSA

Jacqueline Yang, CFA

event September 2024

25 min

Whitepaper

2026-08-31

Climate Climate tech Portfolio strategy Portfolio construction Sustainable investing Article

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.

By

Christopher Goolgasian, CFA, CPA, CAIA

Victoria Landaeta

event November 2023

Article

2024-11-30

Portfolio construction Liquid alternatives & hedge funds Equity Fundamental equity Alternatives investing Whitepaper

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.

Multiple authors

event September 2023

Whitepaper

2024-06-30

Outlook Portfolio construction iStrat Multi-asset Portfolio strategy Article Tactical allocation

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.

By

Natasha Brook-Walters

event July 2023

Article

2024-07-31

Liability-driven investing Portfolio construction Multi-asset iStrat Private pension (DB) Article Strategic allocation Liquid alternatives & hedge funds

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.

By

Amy Trainor, FSA

Jeremy Forster

event June 2023

Article

2025-06-30

Inflation Portfolio construction Multi-asset iStrat Quick Take Strategic allocation Multi-Asset solutions Liquid alternatives & hedge funds

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.

By

Alex King, CFA

Nick Samouilhan, PhD, CFA, FRM

event May 2023

Quick Take

2024-05-29

Portfolio construction Risk management Multi-asset iStrat Whitepaper Strategic allocation Multi-Asset solutions Liquid alternatives & hedge funds

The alpha equation: Balancing active risk sources in multi-asset portfolios

Members of our iStrat Team share their research on the process of deciding how much active risk to take at the asset class and security levels in pursuit of alpha objectives. They also offer a step-by-step framework for implementing the research findings.

By

Alex King, CFA

Nick Samouilhan, PhD, CFA, FRM

event May 2023

Whitepaper

2024-05-04

Climate Liquid alternatives & hedge funds iStrat Strategic allocation Quick Take Equity Portfolio construction Sustainable investing

Adapting our capital market assumptions to the realities of climate risk

How will asset prices be affected by climate risk? Members of our Investment Strategy team explain how they're seeking to answer that question with their new climate-aware capital market assumptions.

By

Ben Cooper, CFA

Patrick Wattiau

event April 2023

Quick Take

2024-04-30

Asia Insurance Risk management Portfolio construction Asset allocation Diversification Interest rates Balance sheet Quick Take

Solving the duration mismatch to address Asian insurers’ interest-rate risk

Insurance Strategist Max Davies and ALM & Regulatory Capital Strategist Francisco Sebastian explain why diversifying across a varied mix of investment options is becoming increasingly important for Asia’s life insurers.

By

Max Davies, CFA, CAIA

Francisco Sebastian, FIA

event November 2022

Quick Take

2023-12-31

Outlook Liquid alternatives & hedge funds Hedge funds Alternatives investing Asset allocation Manager selection Portfolio construction Volatility Fixed income Private equity Article

Mid-2022 Alternative Investments Outlook

As allocators cope with economic uncertainty and market volatility, Multi-Asset Strategist Cara Lafond explains how alternative investments could potentially play a role in improving portfolio resilience and returns.

Multiple authors

event July 2022

Article

2023-08-31

istrat-factor-based-solutions-allocators-seeking-diversified-1308858111-1550x450

Factors Fixed income Asset allocation Portfolio construction Article

Better balance in bonds: How a factor framework and a barbell approach could help

For investors seeking diversification in their credit portfolios, members of our Fundamental Factor team propose a portfolio construction and manager selection process designed to source complementary manager alpha-generation styles and help “smooth out” the path of fixed income alpha.

By

Brendan Fludder, CFA

Noah Comen, CFA

event February 2022

Article

2023-02-28

Outlook Yield Commodities Interest rates Inflation Portfolio construction Risk management Article

2022 Fixed Income Outlook

Our fixed income outlook for 2022, examines our views on inflation and interest rates and the role central banks will play in the coming year.

Multiple authors

event December 2021

Article

2022-11-15

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