I chat with Campbell, Professor of Finance at Duke University, on the future of quantitative finance, academic journals, model fitting and the intellectual fallacies within inference.
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.
A view that the US stock market is overvalued and equity risk premia will be lower over the long term has driven New Zealand Super to lower the return expectations for its reference portfolio following its recent five-yearly review of the benchmark. Co-chief investment officer Brad Dunstan also flags underweight commodity exposure as an area to address and explains why the fund remains sceptical of illiquidity premia despite seeing a growing case for private markets.
The current global context is testing the limits of the economic system built in the last century. This session looked at the need to accelerate the transition towards a more resilient and sustainable economy.
Different asset classes have different sustainability demands and different challenges including availability of data. This session looked at the potential to have different execution strategies across asset classes for net zero and sustainability ambitions.
The transition to a low carbon economy will not happen with the flick of a switch. This session examined the role of investors in financing the transition to a low carbon economy including the granular data and measurement involved in assessing and understanding the credibility of a company’s transition plans.
Since the dawn of sustainability investing, more than 15 years ago, the debate over the balancing act of active risk, tracking error and sustainability has persisted. This session looked the relationship and how various investors tackle the debate.
What does it really mean to implement a net zero strategy? As more and more investors make pledges for net zero they are tasked with setting a strategy to achieve these goals.
As carbon emissions continue to rise investors need to innovate on the nature of investment mandates says Colin le Duc, a founding partner of Generation Investment Management. He says real world impact is going in the wrong direction, even though sustainable investing is booming, and the credibility of transition plans is under scrutiny. What
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