Strategic allocations to factor premiums: the next big thing?

10-07-2012 | Insight | David Blitz, PhD “Why limit yourself to the equity premium,” asks David Blitz, Head, Robeco Quantitative Equity Research, “when there are systematic factor strategies that outperform market-cap-weighted benchmarks?” Recent research from Robeco looks at how to translate the theory of factor premium investing into practice. Innovative …

NSFM Roundtable Explores Risk Management and Fundamental Principles of Fiduciary Duty

Network for Sustainable Financial Markets has posted a new item, ‘NSFM Roundtable Explores Risk Management and Fundamental Principles of Fiduciary Duty‘ A group of pension fund trustees, senior managers, advisors and academics gathered in Seattle in October, 2012 to discuss the challenges facing pension fund managers and trustees. Participants were …

Ambachtsheer: Pension Fund Manager Compensation Should Be Reevaluated lead article in ai-CIO

Sustainable Financial Markets Ambachtsheer: Pension Fund Manager Compensation Should Be Reevaluated lead article in ai-CIO Posted: 06 Feb 2012 09:16 AM PST Remuneration for pension fund managers has come under the spotlight as investors have taken aim over investment banking pay, according to a paper published by Keith Ambachtsheer at …