Long‐horizon investors have an edge. This paper argues to take advantage of the long-run investors should institutionalise contrarian behaviour by adopting a rebalancing rule, and redefining the concept of risk away from just volatility.The paper can be accessed below
Risk Management, risk measurement, volatility
Singapore’s two largest asset owners, GIC and Temasek, see attractive opportunities in climate adaptation solutions – a relatively underfunded area compared to decarbonisation. The former has already made selective adaptation investments and said the opportunity set across public and private debt and equity could increase to $9 trillion by 2050.
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.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
This paper by Russell executives, Symon Parish and Peter Ballantyne, looks at how factor analysis can provide a better understanding of why investments might be strongly or weakly associated.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
This paper, by Serge Darolles of Lyxor Asset Management, and Mathieu Vaissie, research associate at EDHEC-Risk Institute, looks at the performance of funds of hedge funds through the crisis, and introduces a return-based attribution model allowing for the full decomposition of funds of hedge funds’ performance.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
A new EDHEC-Risk Institute publication, “The Performance of Socially Responsible Investment and Sustainable Development in France: an Update after the Financial Crisis”, concludes that SRI should be integrated in a global process combining quantitative and qualitative approaches.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
This paper by the Columbia Climate Center at the Earth Institute, Columbia University, and commissioned by DB Climate Change Advisors, examines the claims being made about climate change science. It higlights the importance of understanding the science in the context of a climate change investment thesis. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
SimCorp Strategy Lab, a private research institution, designed to challenge industry best-practice on issues relating to mitigating risk, reducing cost and enabling growth in the investment management industry, has set up four new sector-specific research groups including a separate group focused on pension funds. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
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