White papers » Risk Management

Risk Management

BlackRock | Oct 28, 2019

Through BlackRock Portfolio Analysis and Solutions’ (BPAS) interactions with clients, successful investors stand out because of their higher index adoption, higher adoption of illiquid and ‘real’ alpha-seeking strategies, and deliberate approach to blending these solutions. Index funds have risen rapidly and will continue to grow.

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Finding winning funds through factors

Style Analytics | Mar 11, 2019

How would you compare two multifactor equity strategies? Examine performance? Risk? Experience of the team? Change the playing field with factors. Discover exact equity fund factor exposures and see how funds compare, where the hidden risks lie and adherence to style over time.

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Allianz Global Investors | Oct 11, 2018

Enhance returns and reduce portfolio volatility

Managed futures1 have delivered greater long-term returns – and have exhibited greater volatility – than government bonds. We might expect, therefore, that adding them to a traditional portfolio would increase both the portfolio’s returns and its volatility.

Confluence | Mar 28, 2018

Learn how Data and Technology Innovation are transforming the Asset Management back office.

Driving risk adjusted return on capital

FIS Global | Sep 25, 2017

Can Investment Managers and Actuarial Teams Connect to Drive Growth?

Explore the benefits of a connected and mutual approach to insurance liabilities to drive better outcomes in terms of returns on capital allocated.

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BNY Mellon | Dec 7, 2016

This white paper explores a range of innovative solutions that can help financial institutions and institutional investors meet today’s collateral challenges.

Pioneer Investments | Dec 2, 2016

How our multi-asset investment process seeks effective diversification by diversifying risk across several low correlated strategies.

Eaton Vance | Jun 10, 2016

Floating-rate loans deserve consideration as a strategic portfolio allocation because they can offer:
■ Attractive yields – The rate on loans was among the highest global fixed-income sectors (as of 30 April 2016).
■ Protection against interest-rate risk – Loans have near-zero duration and rates that move with the underlying benchmark – typically Libor.
■ A structure designed to mitigate credit risk – Senior/secured positioning in the capital structure offers a layer of protection that is unique in the corporate fixed-income market.
■ A forward-looking allocation – Loans historically have outperformed the broad bond market in flat and rising rate environments. We believe loans are likely to be an important source of diversification in the coming years.

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