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PGIM Institutional Advisory & Solutions (IAS) Research Paper Series

PGIM Institutional Advisory & Solutions (IAS) Research Paper Series Logo







PGIM’s Institutional Advisory & Solution's group is a quantitative research team, consisting of expert research professionals who engage with PGIM's (the investment management business of Prudential Financial, Inc.) global institutional clients to offer practical solutions to real-world investment challenges.


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Viewing: 1 - 23 of 23 papers

1.

Harnessing the Potential of Private Assets: A Framework for Institutional Portfolio Construction

PGIM IAS - June 2021
Number of pages: 23 Posted: 13 Jul 2021 Last Revised: 15 Jul 2021
Working Paper Series
PGIM-IAS, PGIM-IAS, GIC Private Limited and GIC
Downloads 9
2.

US Stock-Bond Correlation: What are the Macroeconomic Drivers?

PGIM IAS - May 2021
Number of pages: 24 Posted: 28 May 2021 Last Revised: 02 Jun 2021
Working Paper Series
PGIM-IAS and PGIM-IAS
Downloads 137
3.

Cenland Corporation: The CIO and the Freezing of the DB Plan

PGIM IAS Case Study - December 2020
Number of pages: 19 Posted: 08 Feb 2021
Working Paper Series
PGIM-IAS
Downloads 9
4.

Cenland Corporation: The CIO and the Closing of the DB Plan

PGIM IAS Case Study - December 2019
Number of pages: 19 Posted: 08 Feb 2021
Working Paper Series
PGIM-IAS
Downloads 8
5.

Anchor to Windward: Aligning Absolute Return Objectives

PGIM IAS - May 2018
Number of pages: 24 Posted: 08 Feb 2021
Working Paper Series
PGIM-IAS and PGIM-IAS
Downloads 19
6.

Emerging Market Equity Benchmarks for Japanese Investors: Countries, Sectors or Styles?

PGIM IAS - October 2018
Number of pages: 16 Posted: 08 Feb 2021
Working Paper Series
PGIM-IAS
Downloads 6
7.

Modeling Private Investment Cash Flows with Market-Sensitive Periodic Growth

PGIM IAS - October 2020
Number of pages: 12 Posted: 28 Jan 2021 Last Revised: 17 Feb 2021
Working Paper Series
PGIM-IAS
Downloads 84
8.

What Can the Markets Tell Us About Future Economic Growth? Historical Predictive Power of the Bond, Stock and Real Estate Markets

PGIM IAS - September 2018
Number of pages: 20 Posted: 28 Jan 2021 Last Revised: 12 Feb 2021
Working Paper Series
PGIM-IAS
Downloads 54
9.

Building and Maintaining a Desired Exposure to Private Markets: Commitment Pacing, Cash Flow Modeling, and Beyond

PGIM IAS - November 2020
Number of pages: 12 Posted: 28 Jan 2021
Working Paper Series
PGIM-IAS
Downloads 35
10.

Forecasting Long-Term Equity Returns: A Comparison of Popular Methodologies

PGIM IAS - September 2018
Number of pages: 16 Posted: 28 Jan 2021
Working Paper Series
PGIM-IAS
Downloads 65
11.

Measuring the Value of LP Fund-Selection Skill: A Fair Comparison Framework

PGIM IAS - April 2020
Number of pages: 16 Posted: 14 Jan 2021 Last Revised: 01 Feb 2021
Working Paper Series
PGIM-IAS
Downloads 20
12.

What is the Optimal Number of Equity Managers? A CIO Toolkit for Manager Allocation

PGIM IAS - February 2020
Number of pages: 30 Posted: 14 Jan 2021
Working Paper Series
PGIM-IAS
Downloads 19
13.

What’s in Your Real Asset Portfolio? Introducing RASA TM

PGIM IAS - May 2020
Number of pages: 16 Posted: 14 Jan 2021 Last Revised: 21 Jan 2021
Working Paper Series
PGIM-IAS
Downloads 16
14.

Next-Generation Commodity Benchmarks: RASA TM Benchmarks Designed to Align with CIO Investment Objectives

PGIM IAS - November 2020
Number of pages: 12 Posted: 14 Jan 2021 Last Revised: 21 Jan 2021
Working Paper Series
PGIM-IAS
Downloads 15
15.

When the Dust Flies: How Volatility Events Affect Asset Class Performance

PGIM IAS - April 2018
Number of pages: 20 Posted: 12 Jan 2021
Working Paper Series
PGIM-IAS
Downloads 35
16.

The Diversity of Real Assets: Portfolio Construction for Institutional Investors

PGIM IAS - April 2019
Number of pages: 29 Posted: 06 Jan 2021 Last Revised: 20 Jul 2021
Working Paper Series
PGIM-IAS and PGIM-IAS
Downloads 145
17.

Institutional Gold!

PGIM IAS - November 2019
Number of pages: 24 Posted: 06 Jan 2021 Last Revised: 20 Jul 2021
Working Paper Series
PGIM-IAS
Downloads 64
18.

Riders in the Storm: How Volatility Events Affect Private Asset Class Performance

PGIM IAS - June 2020
Number of pages: 8 Posted: 06 Jan 2021
Working Paper Series
PGIM-IAS
Downloads 20
19.

The Probability of Recession: A Critique of a New Forecasting Technique

PGIM IAS - June 2020
Number of pages: 16 Posted: 10 Dec 2020
Working Paper Series
PGIM-IAS and PGIM-IAS
Downloads 70
20.

Equity Portfolio Manager Active Risk and Reward: How Does the Reward Vary with Active Risk?

PGIM IAS - November 2020
Number of pages: 19 Posted: 01 Dec 2020 Last Revised: 09 Feb 2021
Working Paper Series
PGIM-IAS
Downloads 62
21.

Building a Better Portfolio: Balancing Performance and Liquidity - Executive Summary

Full Text Journal Article: "Asset Management and Private Market Investing,” The Journal of Portfolio Management Multi-Asset Special Issue 2021, 47 (4) 71-82 , DOI: https://doi.org/10.3905/jpm.2021.1.211
Number of pages: 4 Posted: 11 Nov 2020 Last Revised: 24 Mar 2021
Working Paper Series
PGIM-IAS, GIC Private Limited, GIC, PGIM-IAS, PGIM-IAS and GIC
Downloads 149
22.

A Fair Comparison Framework: Risk and Reward in Private & Public Investments

PGIM IAS - October 2019
Number of pages: 16 Posted: 11 Nov 2020 Last Revised: 14 Jan 2021
Working Paper Series
PGIM-IAS
Downloads 45
23.

Asset Allocation for “End-State” Portfolios

PGIM IAS - September 2019
Number of pages: 28 Posted: 11 Nov 2020 Last Revised: 14 Jan 2021
Working Paper Series
PGIM-IAS and PGIM-IAS
Downloads 42