Ghana will win an “Equity” World Cup, according to research by S&P Indices which compares the relative performance of equity markets from January to May 2010 in the countries that have qualified for the football world cup.
The beta-alpha ratio will yield more success
by AMANDA WHITE | May 4, 2010
Using a “Beta-Alpha Ratio” will yield more success in choosing managers ex-ante, compared to other methodology prevalent in the consulting industry, according to a new paper by Wurts Associates’ director of research, Eric Petroff, and research associate, Curtis Yasutake.
Study links executives’ pay and behaviour
by AMANDA WHITE | April 20, 2010
This research, commissioned by APG (the investment division of ABP, the €208 billion Dutch pension fund), examines the published literature on the link between remuneration and executive behaivour. It was conducted by the London Business School.
Decision making in the pension fund board room
by AMANDA WHITE | March 30, 2010
This research examines the extent to which decision-making by pension fund trustees is affected by behavioural biases, by using a vignette-method field experiment among Dutch trustees. It finds that trustees display choices that accord with the phenomenon of loss aversion and allow their choices to be affected by the forces [...]
Do managers walk the talk?
by AMANDA WHITE | March 24, 2010
Research by Mercer and the IRCC Institute looks at the investment horizon of active long-only equity managers across different geographies and styles, examining the mismatch between the time-horizon over which managers think and say they invest and how they actually invest. It gives some insight into the causes, consequences and [...]
Long/short equity funds: Swedish and international comparison
by AMANDA WHITE | March 2, 2010
This research by Mikael Haglund, founder of Swiss research firm Altevo Research, highlights the outperformance of Swedish long/short equity funds in the bear market of June 2007 to December 2008. It shows managing the beta and alternative betas as the most important parameters to focus on during adverse market conditions, [...]
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