Analysis & Research

What do cancer research and predicting treasury yields have in common?


Historically, the expertise and tools required in cancer research had little, if nothing, to do with the skills and tools used in quantitative finance. But ...

How do third-party advisors impact DC pension plan performance?


In the world of defined contribution pensions, a plan’s investment menu is important because members’ choices are constrained by the funds that are available. And, ...

A look at designing and implementing long-term pension investment mandates


With any pension investment, plan sponsors must follow the same steps: set a policy, select asset managers and ensure strong governance, monitoring and evaluation. Pension funds ...

Are the days of monetary policy coming to an end?


The days of monetary policy as the most effective tool for stimulating the economy are over, as central banks around the world are increasingly limited ...

Fixing the mismatch between risk management and asset allocation time horizons


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 ...

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