Portfolio Construction
Seeks the frontier of knowledge on pension asset allocation strategies that meet the unique challenges of pension fund managers including the long-term nature of liabilities and the heterogeneity of plan beneficiaries. Looks to address questions around the use of dynamic vs long-term asset allocation, factor-based investing and optimal asset allocation for alternative investments. Investigates the best practices for setting risk-tolerances and incorporating them into asset allocation decisions.
TOPICS:
Asset Allocation for Long-Term
Enhancement to Pension Portfolio
Risk Appetite & Asset Allocation