Asset Allocation and TAA

Best Asset Allocation Paper 2016

Savvy Investor Awards 2016 Asset Allocation banner

WINNER: JP Morgan Asset Management

Quarterly Guide to the Markets
The JP Morgan quarterly "Guide to the Markets" is a bumper 80-page report, packed with charts and tables, illustrating global economic trends, and examining the key drivers of equity and fixed income markets for the period ahead. The accompanying "quarterly perspectives" report is a "guide to the guide". 
 

HIGHLY COMMENDED

Global Macro Trends: Five Key Investment Themes by KKR
Rising geopolitical and macroeconomic tensions are creating both risks and opportunities for global investors across international capital markets. This paper by KKR examines five key global investment themes: (i) assets with yield and growth; (ii) exposure to China; (iii) revaluation in the securities of large domestically-oriented economies; (iv) the dismantling of the traditional financial services industry; (v) increasing exposure to complex stories, including restructuring, earnings misses, and/or corporate repositionings.

Understanding and measuring the illiquidity risk premium by Willis Towers Watson
Illiquidity risk is a potentially appealing means of generating additional yields in a low-return world. The authors of this 10-page document discuss three different dimensions of illiquidity risk premium that investors should demand for a given asset.

Equity/Bond Correlation: Historical Reflections and Future Prospects by BlackRock
The correlation between equity and bond markets is of vital importance to asset allocators; for risk control and portfolio construction, for assessing the market outlook, and for building models of how markets work (equity market valuation models, for example). In this 6-page paper, Nuno Luis and David Caplan of BlackRock examine the history of the equity/bond correlation and discuss the likely future path.

The Investment Implications of an Aging World by PGIM
This paper examines aging populations, now a worldwide phenomenon, and seeks to identify investment strategy ideas that can be implemented by institutional investors. By 2040, the number of those aged 65+ will double from what it is today to reach 1.3 billion. And it's not just a Developed World problem - two-thirds of the world's seniors live in Emerging Markets. The current aging trends will have profound implications for individuals, business and governments.

A framework for institutional portfolio construction by Vanguard
Typically, institutional investors around the world pursue one of four investment goals: absolute return, liability-driven investment, total return or principal protection. Generally, they choose from four different investment approaches: static tilts, traditional active management, market-capitalization exposures and alternative investments. Given the aforementioned potential goals and approaches, this paper considers which are the best for investors building their portfolio.
 

Notice for Award Winners (including highly commended papers) 

Savvy Investor has created digital assets (award banners and links) for you to publicise your award, for example in social media, blogs, emails, newsletters and on your website. To receive your digital assets, please email business@savvyinvestor.net

About the Savvy Investor Awards

Savvy Investor is the world’s leading resource hub for the institutional investors. Since launch last year, more than 15,500 members from across the globe have registered for the site, with 100-200 new members joining every week.

We curate the best pensions and investment white papers from around the world, and having uploaded more than 15,000 white papers in 2015, have a unique platform from which to host these Awards. The Savvy Investor Awards are judged on the basis of the quality and readability of the paper and its appeal to our institutional investor audience.

To find out how you can partner with Savvy Investor this year to enhance your thought leadership credentials in the institutional investor marketplace, please contact our Business Development Manager, Stuart Blake, stuart.blake@savvyinvestor.net

Feedback