Pension consultant perspective on interest rates, performance, and tail risk.
Chris Solarz, Managing Director at Cliffwater LLC, offers a pension consultant's perspective on the performance of CTAs, discusses tail risk, and provides some insight into the current interest rate environment.
One Plan Sponsor’s Journey into Allocating to Managed Futures
Date24 Jul 2015
On this Managed Futures podcast, Brennan Basnicki, CFA, CMT Senior Analyst – Absolute Return with the Teachers Retirement System of the State of Illinois, takes the listener through the step-by-step process the system used when deciding to allocate to managed futures through CTAs. This podcast includes dealing with the board, the educational element, and due diligence matters.
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