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.
One of Australia’s largest superannuation funds, the $27 billion Sunsuper, is adamant that it gets value out of its large hedge fund program. This is against the grain in Australia, where many large funds (with the exception of the Future Fund) choosing not to invest in hedge funds. So why does Sunsuper favour hedge funds?
The PRI is investigating the experiences of asset owners that have engaged service providers in long-term mandates, and conducting a literature review on long-termism, in a bid to develop a reference guide on how to implement a long-term mandate and drive long-term behaviour. Managing director of PRI, Fiona Reynolds, said the starting point, and
PFZW, the €150 billion ($205 billion) Dutch pension fund for the health care industry, has created a new investment framework which is the result of an 18-month soul-searching journey under a project called “The White Sheet of Paper”. The framework will translate into policy and implementation steps starting from 2015. Jaap van Dam, PGGM´s chief
Mercer’s chief investment officer, Russell Clarke, explains how manager research helps create the 200 building blocks of an investment operation that has grown from $20 million a few years ago to $124 billion today and which covers – uniquely – all elements along the fixed income curve. Starting from scratch in 1996, Melbourne was
Risk parity is a meaningful and robust approach for building well-diversified portfolios, but it relies on historical volatility estimates, which penalises upside risk as well as downside risk and leads to a massive overweighting of bonds versus equities, even in a low yield environment. The authors from EDHEC Risk-Institute build the case for an alternative
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