IPE is the leading European publication for institutional investors and those running pension funds. It is published by IPE International Publishers Ltd, an independently-owned company founded in July 1996. IPE's sister publications are IPE Real Assets and FD Pensioen Pro | IPE. Their annual Conference & Awards event is the largest gathering of European pension funds under one roof.
Investment & Pensions Europe is the monthly magazine for those running pension funds in Europe. Since our first issue in 1997, we have built an influential position within the European institutional investor community, and the publication has an average monthly circulation of 9,723 copies, of which 69% is in Continental Europe.
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Liam Kennedy is Editor of Investment & Pensions Europe (IPE) and Editorial Director of IPE International Publishers. Based in London, he has nearly 20 years’ experience as a financial journalist and editor, specialising in the field of institutional investment and pension funds. In that time he has met, interviewed and profiled countless senior executives at European and global pension funds, asset management companies and consultancies, as well as many other influential figures. Prior to joining IPE in February 2007, Kennedy spent nearly seven years at the Financial Times group in London, where he worked as a specialist editor and writer and launched four specialist European pension and investment publications. He holds an undergraduate degree of master of arts with honours from the University of Glasgow.
At the beginning of 2011, EDHEC-Risk Institute and Investment & Pensions Europe (IPE) established a partnership to produce a special editorial supplement to provide IPE readers with academic insights that genuinely contribute to improving institutional investment practices.
The aim of the editorial partnership with IPE, the leading publication for European institutional investors, is to provide academic insights that will genuinely contribute to improving institutional investment practices.
IPE is the leading publication for European institutional investors (circulation of 10,000, of which 71% is in Continental Europe). 81% of the circulation is to pension funds, other capital owners & consultants.
Over twenty supplements have been published following the inaugural issue of Winter 2010-2011,
You can access the latest EDHEC-Risk Institute special issue of the EDHEC Research Insights supplement to Investment & Pensions Europe- Spring 2020 edition.
The Spring 2020 edition of the EDHEC-Risk Institute special issue of the EDHEC Research Insights supplement to IPE is an EDHEC-Risk Institute Special. We aim to provide European institutional investors with an academic research perspective on the most relevant issues in the industry today. We first present the results of our latest EDHEC European ETF, Smart Beta and Factor Investing Survey. Analysis of the responses to our survey sheds light on several important questions regarding investor perceptions of ETFs. It also provides insights into the perceived benefits and challenges of smart beta and factor investing strategies.In the second article, Professor Gianfranco Gianfrate discusses how the latest evidence about the magnitude of climate change risks demands faster and more decisive actions to mitigate the exposure of financial intermediaries and investors – and, as a consequence, of the real economy. There is a clear need to unleash financial engineering to manage climate risks. Our third article proposes a definition of value in Treasury bonds that allows for statistically significant and economically relevant predictions of cross-sectional excess returns. While factor investing and liability-driven investing relate to two separate strands of the academic literature, a strong case can be made for combining these approaches. Our fourth article can be regarded as a first step towards the introduction of a comprehensive investment framework blending liability-driven investing and factor investing. We introduce a method to create two interpretable liquidity measures, which we associate with market and funding liquidity. This involves creating two parsimonious linear combinations of the many liquidity proxies often used in the liquidity literature. Finally, we examine the question of cross-sectional momentum in the US sovereign bond market. We show that long-short duration-adjusted cross-sectional reversal strategies are significantly profitable over an extended range of lags and illustrate a possible application of this result in a long-only framework.