by admin | Jun 17, 2021 | Uncategorized
Factor risk models, uniquely built for allocators with passively-available market factors, distinguish between performance due to security selection and that due to unintended passively-available market exposures* that differ from those of the benchmark. The...
by admin | Apr 11, 2021 | Uncategorized
How much surplus risk can your company tolerate? Asset allocation, the most important decision any investor makes, explaining more than 90% of performance, is particularly complex for property, casualty and health insurers who must balance asset risk against...
by admin | Feb 20, 2021 | Uncategorized
Active skill exists …. but it is challenging to detect reliably and, even when present, decays over time. The Problem: The traditional approach to manager selection involves some combination of quantitative and qualitative analysis, but conventional...
by admin | Feb 5, 2021 | Uncategorized
The conventional approach to evaluating past performance does not tell us anything useful about the future. Problem Portfolio performance evaluation is useful only if it can lead to actionable insights. The uncomfortable truth is that conventional performance...
by admin | Jan 3, 2021 | Uncategorized
ESG constraints can create unintentional systematic exposures within equity portfolios.Once identified and measured, these exposures are easily managed. Over the past decade, many insurers have incorporated Environmental, Social, and Governance (ESG) investment...
