News & Views

Why is strategic asset allocation at pension funds not as robust as at other finanical institutions?

Asset liability models sit at the heart of investment decision making at most pension funds.  This is particularly true when trustees are determining the strategic asset allocation for the fund, the most important investment decision for any pension fund.  However, unlike financial organisations that will typically consider the output from several different risk models before they put their capital at risk, pension funds base their decisions on the output from a single risk model.  

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