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Do high active risk equity portfolio managers realize a higher (or lower) IR compared to low active risk managers?

This paper describes and simulates a simple commitment pacing plan that is generic, flexible and can be tailored to meet many situations.

First-generation benchmarks represent the investable universe by selecting and weighting commodity futures based on relative world commodity production.

In this paper, IAS explores a modification to the TA model in which a series of periodic growth rates are used to model distributions and valuations.

Adding liquidity measurement and cash flow management into a multi-asset, multi-period portfolio construction process.

End-state portfolios must evaluate the potential impact of keeping illiquid private assets in their portfolios.

Do high active risk equity portfolio managers realize a higher (or lower) IR compared to low active risk managers?

Using our RASA framework, investors can identify real asset funds and construct real asset portfolios that are better aligned to their investment objectives.

Using the IAS fair comparison framework, this publication explores the impact of choices an investor in private markets must make.

This paper describes and simulates a simple commitment pacing plan that is generic, flexible and can be tailored to meet many situations.

The analysis of private asset performance before, during and after volatility events supports its earlier findings concerning public assets.

The strengths and weaknesses of using Mahalanobis distance as a measure of recession probability and examining the metric’s potential as a market timing tool.

First-generation benchmarks represent the investable universe by selecting and weighting commodity futures based on relative world commodity production.

Existing investment research on gold-related assets has produced conflicting results about the role of gold in institutional portfolios.

Real assets exhibit diverse features and macroeconomic sensitivities that should be carefully assessed during the portfolio construction process.

PGIM and the Institute for Private Capital (IPC) joined together for a special research workshop which convened eight academics and practitioners.

In the latest webinar from PGIM’s IAS group, learn about the risks and opportunities involved in investing in farmland in both public and private markets.

Commodities can serve an important role in a multi-asset institutional portfolio, both strategically and tactically, as a return enhancer.

Various ways to approach investing in agriculture and how allocating to agriculture may help improve outcomes in scenarios of concern.

PGIM IAS uses the example of alfalfa to show how farmland, can provide an answer to reducing greenhouse gas emissions.

Consumers expect customization, and asset allocators are no exception.