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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AP2, AP4 hail active management
Swedish buffer funds AP2 and AP4, have hailed active management as a major driver of profits in the first half of the year, at a time when the Government has challenged the value of active management and launched a review of the funds’ costs management. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
New method for incentive compensation at CalPERS
CalPERS is contemplating an incentive schedule for senior investment executives that builds in downside risk, by expanding the range of the factor multipliers for the quantitative elements of investment performance plans, a move which could potentially eliminate a small compensation incentive award. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
End of an era as APG appoints new CIO
A focus on governance and sustainability has been recognised by APG Asset Management, in appointing former global chief executive of ING Investment Management, Europe, Angelien Kemna, as successor to chief investment officer Roderick Munsters, the man who has sat at the helm of two of the Netherlands’ biggest pension funds. mrec4inarticleinline Sponsored Content scnative1 scnative2
NYSTRS leaves UNPRI but remains committed to governance
The New York State Teachers Retirement System has voluntarily withdrawn active participation in the United Nations Principles for Responsible Investment (UNPRI) initiative but will continue to support strong corporate governance principles through memberships in the Council of Institutional Investors and Ceres. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Pastoral musings on investments
Chief research strategist and head of beta research at RogersCasey, Cynthia Steer, takes a summertime look at the “New World” of investing. She compares today’s investment challenges to those of gardening, and in contemplating the stoicism and constancy of long-time gardeners and farmers, she notes that portfolios today need to be re-constituted, the risk within
CalPERS’ securities lending loss
CalPERS will continue its securities lending program following an annual review, despite significant pressure on its collateral pool, with income of $220 million generated for the year to March but unrealised losses on the internal collateral reinvestment of $854 million. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
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