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The undesirable effects of banning short sales
In his latest paper, professor of finance at EDHEC risk and asset management research centre based in France, Abraham Lioui, conducts an in-depth study of the recent decision to ban short selling, highlighting the quesionable reasons for the ban and the prejudices that weigh on those that short.
Sometimes, you can trust a hunch
Whether you call it a ‘gut feeling’ or ‘expert intuition’, under the right circumstances and in the right investment environment, it can take you in the right direction.
Rethinking Asset Allocation
Modern Portfolio Theory is being updated with new technuiques that take advantage of the vast computational and information-aggregation capabilities available in contemporary financial markets. Increasingly, frequent non-normal returns and dramatic swings in valuations suggest that management of tail risk may emerge as a new frontier of asset allocation. Click here to download the report
Roller-coaster ride for US corporate plan funding
While US corporate pension funds enjoyed their best month this year, in September, they remain chronically under-funded, according to the latest figures from Mercer Investment Consulting.
Growing case for low-volatility portfolios
RogersCasey has leant its weight to the trend towards low-volatilty portfolios, however, in a white paper on the subject, the asset consultancy notes a few concerns.
Rebooting responsible investment
Differentiating responsible investment quality among products, services and provider capabilities is mission-critical for investors dependent on the ‘real world’ outcomes that underpin future investment opportunities. But how do they do that? Susheela Peres da Costa suggests a functional framework for responsible investment.
Scott Treloar: Skiing in Singapore and how to quantify investor skill
I chat with Scott, the CEO of Singapore-based Noviscient, about shape of the hedge fund industry and how to create better systematic allocation to funds using machine learning techniques. Reflecting on his career in Deutsche Bank in Asia and running his o
What a difference a year makes
A joint study by LIMRA , the International Foundation for Retirement Education and the Society of Actuaries into the effects of the financial crisis on how retired individuals with investable assets make decisions about investing their assets and purchasing financial products has found they are more risk averse and less confident post the crisis.
How liability-aware investment took off at Seattle SCERS
Seattle City’s chief investment officer Jason Malinowski explains why he has embraced liability aware investment, why hedge funds and commodities are out, and why cash – not a risk-free asset for a long-term investor – is kept to a minimum.
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