In this episode, Alex Proimos, head of domestic content, Conexus Financial, chats with Amara Haqqani, director, insights and strategy at Milliman, about grassroots conversations about stopping the super guarantee, the industry’s Copernican moment of kicking product to the kerb, and what the real black swan event has been for super during the Coronavirus crisis.
Amara Haqqani: Super in 2020 – Copernicus, Warren Buffet’s swimming naked, and pitchforks in the street
Finland’s Elo: Larger equity allocations promise new media scrutiny
As Finland's pension funds prepare to increase their equity allocations to unprecedented levels compared to global peers, they must also navigate a new and unfamiliar risk. Elo's chief investment officer Jonna Ryhänen explains the fund's investment approach going forward and how it will manage stakeholder and media scrutiny as they react to swinging volatility and returns.
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Japan fund reduces domestic bond weighting
The world’s largest investor, the ¥117,643 billion ($1.43 trillion) Government Pension Investment Fund of Japan (GPIF) has reduced its weighting to domestic bonds by more than 1 per cent, moving the money into short term assets.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
How do hedge funds manage portfolio risk?
Gavin Cassar from The Wharton School at the University of Pennsylvania, and Joseph Gerakos at the Booth School of Business, University of Chicago, investigate the determinants and effectiveness of methods that hedge funds use to manage portfolio risk. They find that levered funds are more likely to use formal models to evaluate portfolio risk.mrec4inarticleinline Sponsored
Private equity in the 21st century
This detailed research looks at cross-sectional and time-series cash flow performance of a large sample of private equity funds across a range of asset classes, and examines the relationship with the management contracts of those funds. It concludes, among other things, that there is some evidence that funds with lower GP capital commitments outperform.mrec4inarticleinline Sponsored
Specialised short positions challenge beta behaviour
Long/short funds with specialised short positions have greater beta convexity and present greater liquidity strain in rebalancing, according to new research by Morgan Stanley.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Danger signs surround quantitative easing solution
If the unavailability of credit is not the source of the US economy’s problems then the quantitative easing solution put forward by the US Federal Reserve could be ineffective at best, and at worst full of danger, according to broker and quantitative research firm, H.C. Wainwright & Co Economics.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Behind CalPERS’ alternative asset allocation decision
A desire to hedge the portfolio against extreme market risks and rising inflation, has resulted in the $220 billion CalPERS departing from its traditional asset allocation after a year-long review, and introducing the allocation of assets according to five broad groups.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
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