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SSRNPortfolio & Allocation

Asset Manager Commonality

Asset managers of life insurers impact financial markets, with insurers using the same asset manager having similar portfolios and trades, but the increase in portfolio return correlation is minimal.

Featured in No. 96 on 7 May 2025 ·

Released
25 Oct 2024
First featured
No. 96 · 7 May 2025
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
2
Identifier
SSRN 5231258

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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