In “Not drowning but waving?– Quantitative easing and UK pension schemes,” Paul Sweeting, European Head of Strategy at J.P. Morgan Asset Management, and his team use counterfactual analysis to model the impact of QE on gilt yields and pension fund solvency.

Dan Norman of ING Investment Management explains the mechanics of senior loans and looks at their advantages.

Patrick Disney of SEI looks at a comprehensive approach to pension management.

In this edition of Food for Thought, Macquarie ask is farmland an untapped asset class?

Gina Miller of SCM Private looks at the key points investors must consider to redefine their approach to pensions investment.

Targeting various exposures has become increasingly important to investors. With strategy indexes, multi-asset investors can capture diversified drivers of risk and return, and desired exposures such as lower volatility, quality, dividends and access to emerging markets

The Capital Asset Pricing Model (CAPM) has been the cornerstone of investment theory for half a century. But its elegance masks fundamental flaws that give investors a misleading idea of what equity portfolios are able to do for them.

Approaches to investing in emerging market debt (EMD) have evolved persistently over the course of twenty years as these underlying markets have matured. In this paper Schroder provide a number of points that have become conventional wisdom.

In this paper Schroders discuss some of the weaknesses of traditional fixed income benchmarks and also touch on some alternative approaches.

In 2012, central banks changed the way they tackled the crisis. Their shift to a proactive approach significantly reduced some of the more extreme risks that had preoccupied markets, easing fears of a eurozone breakup or a renewed global recession. So how has the investment landscape changed? In