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Journal Article

Market Rate Expectations and Forward Rates

September 1, 1996 - Antti Ilmanen

Three main forces determine the term structure of forward rates: the market’s rate expectations; required bond risk premia; and the convexity bias.

Journal Article

How Much Should DC Savers Worry About Expected Returns?

August 3, 2016 - Antti Ilmanen Matthew Rauseo Liza Truax

DC savings analyses typically anchor on long-term stock and bond returns when estimating retirement income.

Journal Article

The Norway Model

December 1, 2012 - David Chambers Antti Ilmanen Elroy Dimson

By 2011, Norway’s Government Pension Fund Global (GPFG) was ranked the largest investor in the world.

Journal Article

Smart Investing in an Environment of Low Expected Returns

February 8, 2017 - Antti Ilmanen

In July 2016, Antti Ilmanen spoke with members of the Journal of Investment Consulting Editorial Advisory Board .

Journal Article

Stock-Bond Correlations

September 1, 2003 - Antti Ilmanen

The correlation between stock market and government bond returns was positive through most of the 1900s, but negative in the early 1930s, the late 1950s, and recently.

Journal Article

Defined Contribution Retirement Plans Should Look and Feel More Like Defined Benefit Plans

January 15, 2017 - Antti Ilmanen David G. Kabiller Laurence Siegel Rodney N. Sullivan

Defined contribution (DC) plans have, to this point, delivered uneven and sometimes inadequate results.

Journal Article

Bad Habits and Good Practices

August 5, 2015 - Amit Goyal Antti Ilmanen David G. Kabiller

This article focuses on the habits that may hinder long-term investment performance: multiyear return chasing, under-diversification and comfort seeking.

Journal Article

Do Financial Markets Reward Buying or Selling Insurance and Lottery Tickets?

September 1, 2012 - Antti Ilmanen

Investors, like almost everyone else, dislike catastrophic negative surprises and love unexpected windfalls.

Journal Article

U.S. Corporate DB Pension Plans — Today’s Challenges

January 8, 2016 - Martin Leibowitz Antti Ilmanen

This article, coauthored by asset-liability-management pioneer Marty Leibowitz of Morgan Stanley and Antti Ilmanen of AQR Capital Management, analyses the many challenges U.S.

Journal Article

Time-Varying Expected Returns in International Bond Markets

June 1, 1995 - Antti Ilmanen

A growing body of literature describes predictable variation in U.S.