How can you choose the right benchmark for each asset class?
- Who bears the responsibility for this choice and what are the typical pitfalls/mistakes?
- What is the impact of the benchmarks on the ultimate Strategic Asset Allocation (SAA)?
- How can benchmarks be utilized to measure risk profile alignment of the implemented portfolio with the SAA?
- And how does one pick benchmarks for asset classes with little to no historical data e.g. illiquid and ESG investments?
In this article, Tessa Kuijl, Loranne van Lieshout & Sacha van Hoogdalem look at the role and impact of benchmarks in the investment process.
Curious to know the answers? Download the article!
The complete article regarding the use of benchmarks in ALM and risk management can be downloaded by filling out the form underneath.
This article has been published in the CFA/VBA journaal, editie voorjaar 2019.
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