By Pierre Couture, A.S.A., E.A., M.A.A.A. Senior Portfolio Manager
A major concern for many plan sponsors is the lack of improvement in funded status in recent years. What is causing their funded status to barely move? And can plan sponsors do anything to remediate this headwind?Read More
For insurance companies seeking private equity exposure, secondary funds offer many potential benefits, including reduced blind pool risk, a shortened holding period that mitigates the impact of the J-Curve, potentially lower cost PE exposure and historically attractive return dynamics.
By Paul Zemsky, CFA Chief Investment Officer, Multi-Asset Strategies
How should Plan Sponsors think about evaluating Target Date Funds? In our new brochure, we offer a comprehensive approach for selecting the fund that best matches the needs and characteristics of the plan and its participants.
By Multi-Asset Strategies and Solutions Team
Our capital market assumptions provide estimates of expected returns, standard deviation of returns and correlations among major U.S. and global asset classes over a ten-year horizon. These estimates guide the strategic asset allocation for our multi-asset portfolios and provide a context for shorter-term economic and financial forecasting. These comments reflect final asset class forecasts of risk and return for 2017-2026 and are subject to change.
By Jeff Bakalar and Dan Norman, Co-Heads Senior Loan Group
Looking ahead to 2017, senior bank loans seem poised for another strong year. In our annual forecast, we break down the factors expected to drive risk and return in the asset class.
By Dave Goodson, Head of Securitized Investments, Fixed Income
Learn more about this relatively new and growing fixed income segment.
By Vincent Costa, CFA, Head of Global Equities
Vincent Costa, CFA, Head of Global Equities explains why rumors surrounding the death of low volatility are greatly exaggerated.
By Vincent Costa, CFA, Head of Global Equities and Peg DiOrio, CFA, Head of Global Quantitative Research
Concern about an aging corporate credit cycle is causing many investors to rethink equity allocations. For some, “Smart” Beta is the answer. But are sector concentrations exposing these strategies to unanticipated interest-rate risk? We believe investors can benefit from a more sector-neutral approach.
By Nanette Buziak, Head of Equity Trading
The growth of dark pools and market fragmentation has redefined what it means to deliver “best execution” for equity trades. Voya’s Head of Equity Trading Nanette Buziak discusses the most important questions investors should be asking equity managers in this complex new trading environment, and shares insight into Voya’s rigorous process for preventing information leakage.
By Kurt Kringelis, CFA, CPA, JD, Head of Credit Strategy
Deeper understanding of the credit default cycle helps managers make better security selections. This Insight dispels several myths about the relationships between credit spreads and credit curves, and the varying impact of market swings on maturity buckets.