More than half (56 per cent) of institutional investors say they plan to increase their allocation to alternative investments allocation over the next 12 months, up slightly from 55 per cent in 2022, according to a new survey by research firm Dynamo Software Inc. The survey, which polled more than 100 global respondents, found among respondents […]
Many pension plans use risk systems to test how different scenarios would affect their portfolios. Traditionally, risk models use thousands of scenarios. The likelihood that these scenarios will occur is weighted equally and generally reflects short-term asset characteristics. On the other hand, pension plans also use asset-liability models for long-term portfolio construction. This could result […]