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Sovereign Wealth Funds Briefing - Categorized | Investment, Market, Research

EDHEC’s ideal investment strategy for sovereign wealth funds

Posted on 26 November 2010

From IPE: The investment strategy of a sovereign wealth fund (SWF) should consist of three basic building blocks, including liability hedging and an endowment-hedging portfolio, according to research by the EDHEC Risk-Institute.
In its most recent paper, ‘Asset-Liability Management Decisions for Sovereign Wealth Funds’, the business school names the blocks as a performance-seeking portfolio (PSP), an endowment-hedging portfolio (EHP) and a liability-hedging portfolio (LHP). The last should invest heavily in bonds and other assets that closely trace changes in inflation……………………………………….Full Article: Source


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