Oxford 2018
Bridgewater urges investors to get real
Investors need to face the reality of lower returns and adjust their portfolios accordingly, the co-CIO of hedge-fund giant Bridgewater said.
Sarah RundellApril 27, 2018
Asset Allocation
Research fund embraces innovation
In 2005, the $3 billion WARF embraced a risk parity strategy with a portable alpha overlay. Despite many doubters, the plan has been a success - and the fund still has that experimental ethos.
Sarah RundellMarch 6, 2018
Uncategorised posts
New era for Barra risk modelling
MSCI’s risk management tool, BarraOne incorporated 31 private real estate models and a macro-factor asset allocation model in 2013 and this year will add global private equity analysis giving it coverage across all asset classes. BarraOne, which is widely used among investors for risk analysis and management, started as an equities analysis tool, but now […]
Amanda WhiteJanuary 10, 2014
Investor Profile
Inside the Future Fund’s investment decisions
The $91 billion Australian Future Fund’s approach to investing is to get even more sophisticated as it borrows ideas and techniques from other investors, including the risk management and portfolio construction techniques of multi-strategy hedge funds. David Rowley speaks to CIO David Neal. Many will quickly tell you there is greater return to be made […]
David RowleyDecember 12, 2013