I chat with Alex on his experiences across a range of environments, the role of machine learning in Australia’s future and how to best deploy data science in academia and industry.
Nothing on this podcast is to be considered investment advice or a recommendation. No investment decision or activity should be undertaken without first seeking qualified and professional advice.
The UK’s LGPS pool, £120 billion ($161 billion) Border to Coast, is hunting for strategic relationships with asset managers and global asset owners as it prepares to invest £40 billion in private markets. Chief executive Rachel Elwell speaks to Top1000funds.com about the fund's approach to finding long-term partnerships in the market.
The 2nd edition of Robeco’s Factor Investing Book is out, which brings together ten articles that Robeco researchers have published over recent years. The book consists of three parts: strategic allocation to factor premiums, understanding the factor premiums and how to implement factor investing in an efficient way. Request a hard copy of the book »
Alaska Permanent Fund will focus on smart beta strategies as it seeks to further increase in-house management. It will also develop income-generating strategies away from traditional fixed income, leveraging its size and infinite investment horizon in competing for US infrastructure and real estate assets.
Cultivating organisational purpose, identity and culture, and leadership throughout asset-owner organisations that embeds and champions sustainability is the next frontier for responsible investment, says Rob Lake.
It is well documented that equity momentum has predictive power for corporate bond returns. We show that an equity momentum strategy applied to corporate bonds exhibits significant time-varying exposures to common equity and bond risk factors. Find out more about the residual momentum strategy. Read the research paper »mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
We provide empirical evidence that the Size, Low-Risk, Value and Momentum factors have economically meaningful and statistically significant risk-adjusted returns in the corporate bond market. Since the factors capture different effects, a combined multi-factor portfolio halves the tracking error compared to the individual factors. Read the research paper »mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
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