May 2012
LDI Position Paper Part 2 (of 2). Intended as a resource for plan sponsors who have decided to implement an LDI strategy, and covers the practical issues surrounding implementation and maintenance, along with risks.
April 2012
LDI Position Paper Part 1 (of 2). Examines the motivations for LDI strategies, and which types of plans are best suited to adopt an LDI mandate.
February 2012
Explores commodities as an investment, focusing on investment vehicles, the sources and attributes of historical risk and return, and commodities’ place in an investment portfolio.
November 2011
Examines the infrastructure asset class in great detail, from its early beginnings in the 1980s to its current day role in an institutional portfolio.
June 2011
Clarifies the myths about the asset class, and sheds light on the benefits and risks of high yield bonds.
May 2011
Examines different asset classes’ performance during times of high, rising, falling, unexpected, and expected inflation.
March 2011
The first of a two part series, this paper provides an overview of the private equity asset class as well as recommendations and allocation guidance.
February 2011
A comprehensive overview of the senior secured loans asset class, including history, return profile, risk analysis, valuation, and how to invest.
October 2010
The first of a two part series, this paper provides an overview of the hedge fund asset class as well as recommendations and allocation guidance.
October 2010
The first of a two part series, this paper provides an overview of the commercial real estate asset class as well as recommendations and allocation guidance.
September 2010
An introduction to the fundamentals of this financial instrument – including the mechanics, pricing, use and risks.
July 2010
How currency overlay programs can be used to reduce the currency risk embedded in foreign denominated portfolio allocations.
October 2009
Examines asset classes suitable for periods of high inflation, both on a qualitative and quantitative basis.
August 2009
Analyzes the asset class in detail, and offers a recommendation for investors interested in adding the asset class to their portfolios.
June 2009
The TALF program and how it could provide liquidity to the credit market as well as attractive return opportunities for investors.