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The world’s 42 largest public sector pension investment organizations saw their combined assets decline by nine per cent in the year ending June 30, 2022, according to a new report by data platform Global SWF. “The last time we saw a decline was 2015 but that was a small drop,” says Diego Lopez, founder and […]


During the coronavirus market crash, U.S. stocks with higher institutional ownership experienced worse performance, especially those held by active, short-term and domestic institutions, according to a recent paper. Institutional ownership of U.S. stocks has risen to massive levels, comprising 75 per cent of stock ownership overall, noted the paper by researchers at the University of […]

  • By: Staff
  • August 17, 2020 December 6, 2020
  • 08:40

The outbreak of the novel coronavirus has triggered major corrections in the equity, commodity and debt markets as participants try to gauge the full extent of its impact. It is times like these when the advantages of insurance-linked securities become apparent again. Insurance-linked securities are financial instruments whose performance is driven by the occurrence of […]


While investors may remember playing with LEGO during childhood, it’s unlikely they’ve ever thought to include it in their portfolios. However, LEGO could possess some genuinely attractive defensive properties as an alternative asset class, according to a paper by researchers at the University of Northumbria at Newcastle. “People have been collecting rarities and luxury items […]

  • By: Staff
  • November 20, 2019 December 13, 2020
  • 09:33
Hidden in plain sight

Bond correlations are a “very dull topic,” admits Edouard Senechal, a senior research analyst on the dynamic allocation strategies team at William Blair. And yet, when the correlation between stocks and bonds changes — and the past 50 years has witnessed two shifts — bonds have very different portfolio-stabilizing characteristics. That these correlations would have […]

  • By: Scot Blythe
  • December 13, 2018 September 13, 2019
  • 08:13

Coverage of the 2017 Risk Management Conference.

Is International Diversification Disappearing?

And is correlation is a satisfactory measure of dependence in international markets?

Your Fat Tail Skunked My Morning Coffee

Flight to safety versus flight to liquidity.

  • July 27, 2010 September 13, 2019
  • 06:58
How Commodities Became Correlated

The "financialization" of hard assets.

  • June 14, 2010 September 13, 2019
  • 16:17