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.
As the private credit industry matures, the first real stress tests are emerging – from AI-exposed software loans to eroding covenants in megadeals. Institutional investors are responding by rethinking where the illiquidity premium justifies the risk.
Equities allocations have been slashed as a result of government changes to the liabilities of the Fonds de Reserve pour les Retraites (FFR) which prompted changes to the fund’s investment policy. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
The natural disaster in Japan, that has tragically killed more than 3,000 people, caused millions of dollars damage and thrown the Middle East off the front pages, could also mark a pivotal moment in investments, with markets back to being triggered by macro concerns.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Inflation is a big risk for most pension funds around the world. The question is: what do you do about it? The interesting point, though, is if inflation is a ‘fat tail’ risk, maybe it’s already been too widely signalled.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Cost is the flagrant motivation in the trend for US pension funds to move assets in-house, but as this article explores, budgets also need to extend to the demands of investment research, travel and staff incentive compensation.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
This MSCI research examines the volatility cycle of value stocks, shedding light on the changes in relative contributions of value and non-value portfolios to total risk.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
By studying value and momentum in Japan as a system, because they are strongly negatively correlated, this paper by AQR’s Cliff Asness argues that despite popular belief, momentum “works quite well” in Japan.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
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