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APG’s GTAA fund
Posted on 15-03-2011Asset management company APG invests almost 240 billion Euros for the biggest pension fund in the Netherlands. Next to traditional investment strategies in shares, bonds, and other investment classes, APG employs alternative strategies, including a large Global Tactical Asset Allocation (GTAA) fund. Dr. Pieter Jelle van der Sluis, Head of APG's GTAA’s internal Systematic Strategies portfolio, explains.
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The missing link between risk-taking and global equity fund performance
Posted on 10-01-2011Contrary to consensus, taking big risks doesn’t ensure that global equity funds will perform well. But a broad investment strategy will generate a positive return, according to Joop Huij and Jeroen Derwall. Their findings are both an academic breakthrough and an important cue for fund managers.
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Lucky bets and hot hands ; Is your fund manager really performing?
Posted on 19-03-2010Congratulations! You are a lucky winner! All too often we receive email messages like these in our inbox and they invariably turn out to be nothing but a scam. But why be lucky? For the manager, the financial equivalent of winning is in outperforming benchmarks or the markets, preferably through the application of skill, insight and experience, not pure luck.
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Interview with Michael Strating, Robeco
Posted on 30-03-2008A few years ago, the Europeans started with an investment strategy which was already known in the US for many years: Quantitative Strategies. This form of investing without any influence of emotions or gut feeling being involved, has quickly gained popularity and is based on models developed through academic research. In this interview with Robeco’s Head of Disciplined Equity Michael Strating, all aspects of Quant analysis will be discussed.
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