{"id":54656,"date":"2016-10-04T10:36:21","date_gmt":"2016-10-04T14:36:21","guid":{"rendered":"http:\/\/www.hedgeco.net\/news\/?p=54656"},"modified":"2016-10-04T10:36:21","modified_gmt":"2016-10-04T14:36:21","slug":"pimco-quants-say-too-many-investors-are-getting-hedges-wrong","status":"publish","type":"post","link":"https:\/\/hedgeco.net\/news\/10\/2016\/pimco-quants-say-too-many-investors-are-getting-hedges-wrong.html","title":{"rendered":"Pimco Quants Say Too Many Investors Are Getting Hedges Wrong"},"content":{"rendered":"<p>(Bloomberg) Pacific Investment Management Co. says one-size-fits-all hedging tactics are undermining pension returns. Many institutional investors choose uniform currency protection for each asset class, and that means they miss out on the opportunity to benefit from the way some exchange rates are correlated with moves in riskier assets, says Pimco, which oversees $1.5 trillion of assets. So Australian-based investors fail to reap the full benefits from their dollar\u2019s tendency to strengthen when stock markets rise and their Japanese counterparts aren\u2019t getting the most from the yen\u2019s habit of climbing when equities fall.<\/p>\n<p><a href=\"http:\/\/www.bloomberg.com\/news\/articles\/2016-10-03\/pimco-quants-say-too-many-fund-managers-are-getting-hedges-wrong\">To read this article:<\/a><\/p>\n","protected":false},"excerpt":{"rendered":"<p>(Bloomberg) Pacific Investment Management Co. says one-size-fits-all hedging tactics are undermining pension returns. Many institutional investors choose uniform currency protection for each asset class, and that means they miss out on the opportunity to benefit from the way some exchange [&hellip;]<\/p>\n","protected":false},"author":4,"featured_media":0,"comment_status":"open","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[4],"tags":[],"class_list":["post-54656","post","type-post","status-publish","format-standard","hentry","category-syndicated"],"_links":{"self":[{"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/posts\/54656","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/users\/4"}],"replies":[{"embeddable":true,"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/comments?post=54656"}],"version-history":[{"count":1,"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/posts\/54656\/revisions"}],"predecessor-version":[{"id":54657,"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/posts\/54656\/revisions\/54657"}],"wp:attachment":[{"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/media?parent=54656"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/categories?post=54656"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/tags?post=54656"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}