Constructing a Liability Hedging Portfolio: A Guide to Best Practices for US Pension Plans
The construction and calibration of a liability hedging portfolio is integral to effective pension portfolio risk management, and this report delineates key considerations and best practices for the liability hedge allocation.
May 2014
Concentrated Stock Portfolios
Families can use several strategies to mitigate the risks of single-stock exposures, thereby supporting both wealth-preservation and philanthropic goals.
September 2013
Why Did I Diversify?
While simple 100% U.S. equity and stock/bond portfolios have outperformed recently, highly diversified portfolios have superior returns over decades.
August 2013
Pension Risk Management
Asset management and investment banking firms across the globe continue to develop a variety of liability driven investing (LDI)–focused products and solutions for the pension plan community; however, there remains broad confusion over the meaning of LDI.
February 2011