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Revisiting replicating portfolios
14 November 2014The benefits of using orthogonal calibration with principal component analysis of the candidate assets when calibrating a replicating portfolio are explained by Alexey Botvinnik, Dr Mario Hoerig, Dr Florian Ketterer, Alexander Tazov and Florian Wechsung
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Conning bought by Cathay Life Insurance for $240m
12 November 2014Conning to be independent company within Cathay group
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US insurers add to fixed-income holdings
12 November 2014Have bought $533bn of corporate bonds since 2007, says Fitch
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FRS's InvestGRC integrates Silverfinch data
11 November 2014Eases production of QRTs using look-through data
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BlackRock remains top of asset manager rankings
11 November 2014Allianz down to third; total AuM of 500 managers at record level
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Allianz's renewable energy investments top €2bn
11 November 2014Acquisition of French wind farm latest deal
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Standard Life Investments adds to European equities team
10 November 2014Team now numbers 12
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Professionally managed assets in US rise 11%
07 November 2014Cerulli estimates total at $36.8trn in 2013
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Swiss Re reports flat investment returns
07 November 2014Q3 return unchanged on 2013
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€47bn of third-party assets leave Allianz in Q3
07 November 2014"Net outflow development" at Pimco "is within our expectation"