The next era of portfolio construction will require navigating the complex intersection of liquidity, leverage, and exposure management in the search of superior alpha generation. We look beyond the shores of Australia for insights into portfolio design, liquidity targeting, robust strategic diversification. Key points include managing scalability concerns, balancing cost and efficiency trade-offs, and employing strategic tilting for long-term returns. This session integrates practical insights from the Canadian model, particularly CPPIB’s recently updated approach, and addresses emerging trends and technological advancements.
