In this month’s Financial Analysts Journal, Tyler Cowen professor of economics at George Mason University, Virginia makes sense of the current financial crisis by drawing on some of Fischer Black’s ideas.
Uncategorised posts
A Simple Theory of the Financial Crisis; or, Why Fischer Black Still Matters
Uncategorised posts
Photo gallery: FIS 2026 at Raffles Singapore
mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Sort content by
CalSTRS cost breakdown supports internal savings…
A breakdown of CalSTRS’ investment costs confirms the cost savings of internal asset management, with the fund’s internal asset management costs making up only 0.07 per cent of the total portfolio management costs, but comprising 30 per cent of the total assets managed. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Dynamic asset allocation as a risk control
Asset consultants and fund managers are vying for new ground in making asset allocation tilts on behalf of pension funds, with the rise of what is now generally referred to as ‘dynamic asset allocation’ (DAA). Greg Bright spoke with Georg Schuh (pictured), a managing director and CIO of Deutsche Asset Management in Frankfurt, about the
Overheating in China presents shorting opportunity
Overheating and overindulgence in China are presenting a significant shorting opportunity according to noted hedge fund manager, Jim Chanos, president and founder of New York-based Kynikos Associates, who was speaking at a London School of Economics event. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
The private sector crisis is going public
In this opinion piece Edward Ladd, chairman emeritus of Standish Mellon, looks at real effects of the shift in debt from the private to public sectors, with particular emphasis on the implications the situation in the US may have on global markets. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
…as management costs creep up on OMERS
The $48.4 billion OMERS, which plans to have 90 per cent of assets directly managed by 2012, increased its investment management expenses in 2009 by 8 per cent, a figure it claims is offset by lower investment operating and third-party manager expenses. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Tennessee plans asset allocation review
The Tennessee Consolidated Retirement System will conduct an asset allocation and portfolio implementation review, with an equities increase and reorganisation of the fixed income portfolio a likely outcome, as it investigates how to increase the returns of the fund at a strategic level. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Leave a Comment
You must be logged in to post a comment.
Login