Expanding the benchmarked equity portfolio management paradigm

Most institutional equity investment policies are bound by benchmarking. These constraints have fuelled significant demand for benchmark-driven equity portfolio allocation strategies during the past few decades, including implicit or explicit mandates to maximise the information ratio (IR). Widely used industry practices rely on tactical approaches bordered by a deviation risk budget that translates into tracking error (TE) targets.

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The future of life insurance

As the world constantly evolves and changes, so too does the life insurance industry, which is preparing for a multitude of challenges, particularly in three areas: interest rates, regulatory mandates and technology (software, underwriting tools and…

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