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.
Research
GIC, Temasek eye trillions of growth in climate adaptation market
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.
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In defence of hedge funds of funds
Funds of funds, particularly hedge funds of funds, have suffered outflows in recent years as pension funds reassessed their cost alongside risk and return characteristics. The conventional wisdom is that all types of FoFs are at death’s door.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Norway aims for ‘green’ returns
The Norwegian government is trying to balance financial returns with sustainable development in regulating the GPFG, and the possibility of applying this model to other sovereign wealth funds (SWFs) and institutional investors in general. In this paper for the University of Oslo, Adjunct Professor Anita Halvorssen argues that sustainable development needs to be included in
Stock exchange merger and liquidity
This paper by Columbia University’s Ulf Nielsson, empricially investigates the effects of stock exchange consolidation, specifically measuring how it affects stock liquidity and how the effect varies with firm type. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
QE2 not just another QE1
Following the Fed’s announcement of QE2 and the recent auction of 5-year TIPS that resulted in the first-ever negative yield issuance (-0.55%), AQR has updated its recent research series on inflation. This paper addresses the events which resulted in the first-ever negative yield TIPS issuance, discusses the future impact of government actions, and comments on
Skulls, financial turbulence and risk management
Based on a methodology introduced in 1927 to analyse human skulls and later applied to turbulence in financial markets, this study by Mark Kritzman and Yuanzhen Li, published in the Financial Analysts Journal, shows how to use a statistically derived measure of financial turbulence to measure and manage risk and to improve investment performance.mrec4inarticleinline Sponsored
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