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Active equity strategies that are highly benchmark-centric will generally have a minimal impact on fund-level volatility. Since most US institutional portfolios are overwhelmingly dominated by their equity exposure, any incremental tracking error will be submerged by the beta effect. Positive...
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Some evidence supports the intriguing conjecture that P/Es in the U.S. market may decline in times of both significantly lower, as well as significantly higher, real interest rates. The P/E response pattern would then resemble a tent that angles downward at both ends. For pension liabilities...
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