Most recent articles by Dominic Clermont
Pension Funds: Time to Rethink Asset Allocation Strategies?
In the past 10-20 years, positive interest rate sensitivity has had serious implications for Strategic Asset Allocation. We envision new equity products being developed which better control such interest sensitivity.
Enhancing MinVol Strategies with Multiple Risk Models
Minimum Volatility strategies have historically delivered portfolios with significant excess returns and much lower volatility compared with broader benchmarks.