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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.

The RASA™ framework identifies commodities sensitive to high inflation or low growth and provides commodity weights to construct customized benchmarks.

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

This paper examines public and private asset average performance during the VIX spike quarter and in the pre- and post-volatility spike periods.

We evaluate a new recession probability model that depends on economic and market inputs. The model tends to predict economic downturns but not equity declines.

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

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

Introducing the Manager Allocation Programming (MAP) tool to help CIOs efficiently combine managers of different strategies.

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.

This paper examines how liquidity measurement and cash flow management is integrated into a multi-asset, multi-period portfolio construction process.

How to allocate a marginal portfolio dollar not only between equity and credit, but also between public and private vehicles.

The RASA™ framework identifies commodities sensitive to high inflation or low growth and provides commodity weights to construct customized benchmarks.

There is a wide mix of real asset funds, which complicates fund selection, using RASA™ investors can identify funds aligned with their investment objectives.

There is a place for gold-related assets in portfolios separate from commodities and energy equities for its diversification and macroeconomic hedging benefits.

PGIM’s IAS and Jennison discuss the role of energy equities and opportunities for investors during the energy transition.

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

PGIM’s IAS and PGIM Real Estate discuss role of agriculture, particularly farmland, in an institutional investor’s portfolio.

How water scarcity and price variability impact real asset investors and insights on adding water hedges in portfolios to manage risk.

PGIM IAS provides insights on evaluating the role and composition of energy equities in transition.

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