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Articles by author

 
Nick Petrucelli CFA
Multi-Asset Portfolio Manager
Dec 2016
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Portfolio policy

The case for global equities: Diversifying risk in a volatile world

While the typical US defined-contribution pension plan portfolio has a structural bias toward US equities, we consider a 50% weighting to non-US equities to be a more efficient allocation. Further, after US... Read More

Feb 2015
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Portfolio policy

W_lock Currency hedging considerations for US target-date strategies

Many global portfolios leave foreign-currency exposure unhedged, without proper consideration of the impact of currencies on total risk. In our view, choosing to hedge foreign-currency exposure can potentially... Read More

Nov 2012
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Portfolio policy

W_lock Analyzing asset sensitivity to economic regimes

Many investment portfolios are overly reliant on assets that perform well in periods of strong economic growth. Our “Think Function, Not Form,”1 seeks to overcome this bias by allocating assets... Read More

Oct 2013
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Portfolio policy

W_lock A blueprint for better target-date portfolios

Target-date portfolios have reshaped the defined contribution (DC) landscape over the past decade. Before these investment options were widely adopted, the industry’s move toward nearly unconstrained DC... Read More