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.
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A Simple Theory of the Financial Crisis; or, Why Fischer Black Still Matters
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Photo gallery: FIS 2026 at Raffles Singapore
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Correlations and the lesson, finally, learned
US-based quant shop AQR Capital has pioneered the notion of hedge fund beta as an investable product. With first-year performance numbers now in, Greg Bright spoke with the firm’s managing and founding principal, Cliff Asness. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
The Intersection of Energy, the Environment and the Economy
Cary Krosinsky, vice president of Trucost and co-editor and author of Sustainable Investing: The Art of Long Term Performance, recently presented at an Audubon-hosted event alongside Libby Cheney of Shell. Here he writes for conexust1f.flywheelstaging.com drawing on his presentation about the intersection of energy, the environment and the economy, and the implications for asset owners.
Investors seek liquidity in hedge fund managers: Preqin
Transparency, liquidity and risk management have replaced the performance record of a fund as the key consideration of hedge fund investors, according to a recent survey of 50 global institutional investors by Preqin, which also found half of those surveyed intend to maintain their current exposure to hedge funds in the next year. mrec4inarticleinline Sponsored
LACERS prioritises local companies
The Los Angeles City Employees’ Retirement System (LACERS) will give preference to Los Angeles-based companies in its alternative investment allocations, providing all else is considered equal in terms of performance, strategy, personnel, and philosophy. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Alaska continues self assessment with special meeting
The Alaska Permanent Fund Corporation Board of Trustees has called a special meeting for October 15, to discuss among other things the performance of the executive director and the fund’s securities lending agenda. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Russell Investment Manager Outlook
The market is no longer undervalued, according to the views of more than 200 funds managers in the September Russell Investment Manager Survey, which among other things found that 54 per cent of managers believe the US equity market is now fairly valued. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
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