All Special Report articles – Page 106
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Special ReportCommodities conundrum
Martin Steward tries to pin down the nature of the commodity risk premium
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Special ReportCover all angles to stay ahead in the game
Adam Taylor of Liongate Capital argues that a diversified portfolio of alpha managers is the optimal exposure to the commodities story
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Upheavals in the fee world
Credit crisis pressures are forcing trustees and boards to seek more from their custodians both in terms of better risk management and lower costs, finds Iain Morse
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Trillions of dollars of expense
US institutions discussed the prospect of a new investment world at the Milken Global Conference in Los Angeles at the end of April. Liam Kennedy, who moderated the institutional investors’ panel, here discusses what they had to say
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Sound FX
It is not certain whether the currency risk of an equity portfolio can be hedged effectively. Martin Steward assesses this and pension funds’ changing approaches to currency risk
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Use some discretion
In a volatile environment, systematic quantitative styles of currency management struggle to find their footing. Fundamentals-based strategies provide the best alpha-generation and preservation opportunities, argues Mark Farrington
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Gold: currency of last resort?
It has been years since the world abandoned the gold standard, but now, for many institutional investors, allocating to gold has become about currency and inflation hedging, writes Maha Khan Phillips
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Seeing the wood for the trees
Timberland is growing in favour as distressed sales make the investment affordable. Nina Röhrbein discusses the sustainability aspects
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Keep it simple
Choosing collateral and counterparty wisely will help to mitigate substantially against the future risk of default in securities lending, finds Iain Morse
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Seed capital
Global demographics are driving agricultural returns for both financial and real assets, writes Martin Steward
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Carried away
Market volatility and central bankers racing each other to zero have beaten up the carry trade. Does this make the case for a diversified exposure to currency absolute return strategies? Martin Steward reports
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Natural assets
The equity of natural-resource producers is not perfectly correlated with commodities, but that is why they represent a useful, diversified exposure to the long-term commodity story, finds Lynn Strongin Dodds
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ESG alphabet soup
The plethora of ESG programmes and plans has resulted in a confusing alphabet soup. Nina Röhrbein sought industry views
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‘We ate all the nuts’
Liam Kennedy interviewed PIMCO’s Bill Gross and Mohamed El-Erian at their offices in Newport Beach, California
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Prepare for inflation shock
Thomas Thygesen looks at how best to ease into an optimised and diversified exposure to an inflationary scenario
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Special ReportShining the light of transparency
Efforts are increasing to stamp out corruption and to restore confidence in global capital markets. Nina Röhrbein reports
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Credit crunch reshapes custody
Demand for custodians’ services is rising as the credit crunch forces trustees and pension boards to pay attention to previously neglected areas of risk, finds Iain Morse
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Sting in the tail
Extreme Value Theory and stress testing, in combination with factor-based risk models, can help investors around the shortcomings of VaR, says Jennifer Bender
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Identify the true risks
Mean-variance optimisation’s static focus at the asset class level should be augmented with a dynamic management of risk factors, argues Crispin Lace
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Special ReportGetting a grip
The financial crisis has uncovered the shortcomings of traditional asset-class and market diversification. Martin Steward asks whether there is a better way
