How GIC incorporates uncertainty into portfolio construction

Feb 23, 2022

Limitations of traditional portfolio methods such as mean variance optimisation (MVO) and the 60-40 model drive new approaches at the sovereign wealth fund.

How GIC incorporates uncertainty into portfolio construction

Faced with an inflationary environment, uncertainty over interest rate hikes and an unending pandemic, GIC is exploring new scenario- and simulation-based approaches that incorporate uncertainty into portfolio construction.

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