Asset Allocation

Areas of Expertise Include:

Structuring Alpha-Focused Investment Portfolios
As investors increasingly consider active management to help reach their investment goals, efficient allocation of active risk is a primary concern. We allocate risk where our conviction for alpha-generation is highest and embrace portable alpha strategies to achieve the desired active risk budget.

Achieving Difficult Return Targets
Using the Black-Litterman Model – a framework for creating thoughtful risk-return tradeoffs – the GIS team provides recommendations to help clients achieve optimal long-term asset allocation. The team combines leverage, exotic beta and alpha to help clients achieve their return objectives.

Constructing Liability-Driven Investing Solutions
A key driver in developing successful asset allocation decisions is to consider liability growth as important as asset growth. The team can assist in keeping up with new regulatory changes and developing a liability hedging strategy tailored to our clients' circumstances or liability stream.

Relevant Research
Our research offers guidance on an array of compelling industry-related topics. Our research papers present both current market issues as well as visionary ideas not yet considered by the marketplace.