This quarter has seen a perfect storm of challenges to Australian society. The bushfires, the escalating coronavirus pandemic and a global shock to output and the economy have produced unprecedented turmoil in our communities. This session will hold a candid conversation about the role of financial services in holding the nation together.
Speaker: Geoff Lloyd, chief executive, MLC
Moderator: Colin Tate, chief executive officer, Conexus Financial
Length: 38 mins
Jase Auby, TRS's celebrated CIO, explains why TPA doesn't fit with its culture; why community push back on data centres could turn out to be an investor advantage, and argues the case for continuing to invest in fossil fuels. Top1000funds.com sat down with the CIO in his Austin office for an all-encompassing conversation.
Is the choice between a cap-weighted or fundamental index really going to result in more goals (or alpha), or is it just shifting the posts? It doesn’t really matter what you choose as your benchmark – it is exactly that, a benchmark. A point of reference. But if what you are deciding is the choice
Can large sophisticated investors beat the market? And possibly more insightfully, how do they beat the market? These questions are explored in a recent ICPM research paper – asset allocation and performance of pension funds. Amanda White spoke to one of the authors, Aleksandar Andonov from Maastricht University.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Investors want significant improvements in the way hedge funds interact with investors, and have called for greater reporting and transparency in a recently published guide to the industry.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
The recent alliance between Mercer Investment Consulting and Callan Associates to acquire the bulk of Evaluation Associates – the investment consulting arm of Milliman Inc – could be the start of a cooperation that targets other potentially attractive acquisitions in the US industry.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
This paper investigates the underlying sources for the biases of optimised portfolios, and identifies special portfolios, termed eigenfactors, that exhibit large systematic biases in the risk forecasts. It shows that the covariance matrix can be adjusted to remove these biases, and that removing eigenfactor biases essentially removes the optimised portfolio biases as well. mrec4inarticleinline Sponsored
The global financial services industry during 2011 faces active rulemaking and a myriad of changes in derivatives regulations from the United States and European Union. For financial firms operating in the Asia-Pacific region, the effects of these proposed regulatory changes on derivatives markets are particularly unclear. This article touches on some of the most-pressing concerns
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