Nick Wade from Northfield and the Curious Quant discuss the impact of COVID on risk modeling frameworks, assumptions, and how the recent movements in asset markets may or may not impact the short and long-term assumptions of asset owners.
COVID Popup Podcast: Curious Quant and Nick Wade discuss if risk models have something to say about pandemic risk.
Why sustainability pays for US timberland manager RMS
Alabama-based timber manager RMS has developed its own index to measure biodiversity in its forests. The move is in response to a jump in the number of asset owners asking biodiversity questions.
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Systematic risk and the cross-section of hedge fund returns
This paper investigates the extent to which market risk, residual risk, and tail risk explain the cross sectional dispersion in hedge fund returns. The paper introduces a comprehensive measure of systematic risk (SR) for individual hedge funds by breaking up total risk into systematic and fund specific or residual risk components.
Critical thinking in pension design and management
There is too much trend following and too little intellectual irritation in pension management, according to Keith Ambachtsheer, principal of KPA Advisory Services.
Preqin survey of private equity investors
The tide may be turning for private equity investments, with 73 per cent of investors planning to make new private equity commitments in 2012, according to a global survey of 100 institutional investors by Preqin.
Outliers outdo averages in hedge funds
Hedge fund investors should focus on a few exceptional managers and keep allocations to just 1 or 2 per cent of a diversified portfolio, according to the former head of JP Morgan’s hedge fund seeding operations, Simon Lack.
Study casts doubt on liquidity of UK market
A study into the workings of the UK stock market has found that its liquidity is reduced by high-frequency trading, raising concerns that Europe’s biggest equity market is not as deep as once thought.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Big investors keep faith with hedge funds
Large investors with more than $1 billion allocated to hedge funds plan to maintain or increase their exposure in 2012, a Preqin study has found.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
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