Briefings, research, charts and analysis on the institutions, capital flows and systemic risks shaping long-horizon portfolios.
Investment beliefs are the foundational convictions that shape how institutional investors allocate capital. We explain their role in strategy, governance, and long-term performance for asset owners.
Institutional investors are structuring long-term power purchase agreements with data-center operators to capture returns from AI infrastructure growth while managing energy and grid reliability risks.
Institutional capital is reshaping the nuclear sector through direct SMR investment and uranium exposure. We examine how asset owners frame nuclear as essential energy transition infrastructure.
The UK's Local Government Pension Scheme is undergoing structural consolidation through pooling and megafund reforms. We explain how these changes reshape governance, costs, and long-term asset allocation for Britain's largest occupational pension system.
Pension funds and endowments confront a structural challenge: withdrawing capital sustainably without eroding long-term returns. We explain the core mechanics and institutional solutions.
Defined-contribution plans are increasingly embedding lifetime income options to help participants manage longevity risk. We examine how these mechanisms work, their adoption across institutional sponsors, and implications for long-term allocators.
GIC and CPP Investments represent distinct approaches to long-term capital stewardship. This analysis compares mandate, governance, asset allocation, and risk frameworks for institutional investors evaluating sovereign wealth fund structures.
What tokenization of real-world assets means for large asset owners, where the market stands in 2026, and the practical case for and against.
Aramco just cut its oil price the most since 2003 — while Gulf funds close a $49bn AI fund. PIF, ADIA and Mubadala