I chat with Christina about her experiences starting her own firm dealing with high frequency trading strategies, and her observations about how high frequency strategies have evolved, where they are now, and where they may be going in the future.
Investors put private equity performance under the microscope
Investors are seeking better performance attribution in private markets to better understand underlying return drivers – especially in private equity, where metrics such as IRR or multiples are increasingly criticised for being opaque. HarbourVest made the case for an alternative attribution method at FIS Harvard.
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Sweden’s AP2 backs own dynamic bets
A committed ‘return seeker’, Sweden’s Andra AP Fonden (AP2) exploited the repricing of risk during the financial crisis by investing decisively in convertible bonds and credit, says Tomas Franzen, chief investment strategist at the SEK204.3 billion ($28.5 billion) fund. Now it is looking at real assets and emerging Asia to further diversify its sources of
Australia’s UniSuper launches first internal capabilities
The $A25 billion ($23 billion) UniSuper will ramp up its internal funds management capabilities, with four of its own portfolios set to be running by the end of the year, in conjunction with a project that will see its defined benefit and defined contribution sections adopt differing investment strategies for the first time. mrec4inarticleinline Sponsored
CalSTRS cost breakdown supports internal savings…
A breakdown of CalSTRS’ investment costs confirms the cost savings of internal asset management, with the fund’s internal asset management costs making up only 0.07 per cent of the total portfolio management costs, but comprising 30 per cent of the total assets managed. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Aussie fund makes big recovery
Jim Christensen, the investments boss of one of Australia’s biggest corporate superannuation funds, Telstra Super, is close to fully rebuilding his team after a chain of key departures in the past eight months, and has viewed the task as an opportunity to reshape the fund’s alternatives program and consider the potential for further internal management.
Dynamic asset allocation as a risk control
Asset consultants and fund managers are vying for new ground in making asset allocation tilts on behalf of pension funds, with the rise of what is now generally referred to as ‘dynamic asset allocation’ (DAA). Greg Bright spoke with Georg Schuh (pictured), a managing director and CIO of Deutsche Asset Management in Frankfurt, about the
A quality approach to investing in European equities
This research by T Rowe Price looks at the performance of European stocks over a seven-year period to December 2009 and finds, among other things, that companies with the highest return on equity outperform in times of risk aversion, giving investors some downside protection, but fall out of favour in momentum-driven markets.mrec4inarticleinline Sponsored Content scnative1
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