Research and analytics
Investment Policy Statements for the Current Environment: Improving investment policy guidance
Tony Werley's research advocates an "enabling" approach to investment policy statements and recasts fundamental concepts of time horizon, spending policy, asset allocation and risk metrics, to empower policy makers and investment managers to respond proactively and efficiently to fast-paced, dynamic markets
Tony Werley's research advocates an "enabling" approach to investment policy statements and recasts fundamental concepts of time horizon, spending policy, asset allocation and risk metrics, to empower policy makers and investment managers to respond proactively and efficiently to fast-paced, dynamic markets
Factor Risk Mangement: A generalized methodology
for multi-asset class portfolios
Market risks should be quantified, measured and aggregated across asset allocation and manager execution vehicles to effectively explain and manage total portfolio risk exposure.
for multi-asset class portfolios
Market risks should be quantified, measured and aggregated across asset allocation and manager execution vehicles to effectively explain and manage total portfolio risk exposure.
Defending the "Endowment Model": Quantifying liquidity risk in a post-credit crisis world
Using proprietary liquidity risk calculations, analysis shows the endowment model remains valid if adequate attention is paid to quantifying and managing liquidity risk.
Using proprietary liquidity risk calculations, analysis shows the endowment model remains valid if adequate attention is paid to quantifying and managing liquidity risk.
A Global Cornucopia—Accessing commodities in a long-term portfolio
This paper explores the case for commodities as part of a well-diversified portfolio with a long-term investment horizon.
This paper explores the case for commodities as part of a well-diversified portfolio with a long-term investment horizon.
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