The traditional 60/40 portfolio, combining the complementary roles of equities and bonds, remains a central reference point in institutional portfolio construction. Few investors have as much experience managing a portfolio around this framework as Folketrygdfondet, Norway’s Government Pension Fund Norway, which manages more than NOK 400 billion. Kjetil Houg,...
The traditional 60/40 portfolio, combining the complementary roles of equities and bonds, remains a central reference point in institutional portfolio construction. Few investors have...
The 60/40 portfolio was built on a simple premise: equities drive long-term returns while bonds provide stability and diversification. But that relationship is no...
For decades, the 60/40 portfolio has served as one of the defining frameworks for portfolio construction. While few institutional investors adhere strictly to that...
By Bjarne Graven Larsen: For decades during the great moderation, the 60/40 portfolio was the institutional investor's Swiss army knife. Equities grew wealth; bonds...
Chinese futures in general add substantial diversification benefits to global futures - and the Chinese commodity futures that dominate certain Aspect Capital strategies also...
By Scott Schefrin, Portfolio Manager at AB Hedge Fund Solutions: After a series of slower years for deal activity, merger arbitrage has re-emerged as a compelling strategy...
By Liam Hynes, PhD – S&P Global Market Intelligence: Systematic investing has always been a story of expanding information sets. Prices, then fundamentals, then...
By Alexander Mende and Per Ivarsson at RPM Risk & Portfolio Management AB: For many investors, manager selection ultimately comes down to intuition, whether...
By Thomas Babbedge at GreshamQuant: I first went to the Exeter Racecourse when I was thirteen years old with the girl next-door. I don't remember where...
