“We manage multi-asset portfolios… strategic asset allocation of 30% currency hedged… based on a view that the Australian dollar is probably about fair value”
♫
Said on Equity Mates Investing Podcast
“It was less common back then to manage to an equity beta or a range as more of a form of dynamic risk management. That's what TPA is bringing into the system.”
Capital Allocators - Inside the Institutional Investment Industry · Senior Decision Makers: Erlina Yeo Terwelp, Columbia Investment Management Company
Play from 19:19
19:19
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What was described
manage the portfolio through risk-factor allocation (TPA) rather than simple asset-class buckets
Said nearby on the same subject
“Our portfolio analysis since 2023 suggests a diversified APEC fixed income portfolio could target a 7.5% return with a vol of roughly 4%, depending on allocation constraint.”
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Kelvin Pang
Thoughts on the Market ·
“The only reason Alex is able to benefit from that strategy is that he has basically preferential pricing for a fund. So if those managers truly are skilled… Alex is able to benefit because he's got a lower fee than everybody else in the bucket.”
AE
Alex Edmans
The Rational Reminder Podcast ·
“Our inflation-sensitive asset class, which we have about 20% of our portfolio in right now, is there to provide offsets to what we expect to be happening in our equity market.”
OT
Ontario Teachers
Capital Allocators - Inside the Institutional Investment Industry ·
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