Portfolio management

Cornerstones of the investment strategy

We base our investment strategies on academic and empirical research, and analyze and test ideas by quantitative means. We identify market trends and instances of mispricing, and systematically profit from them. We employ a long-term approach that allows investors to benefit from additional income sources. We use quantitative analysis to select the investments that best suit the chosen strategies. We constantly review asset class weightings in order to improve risk-adjusted returns.

The allocation team decides:

• weightings between equity and fixed income securities and between different fixed income classes
• the geographical weightings between equities
• the investment themes within and between the investment classes.