I chat with Gideon, CIO & global head of portfolio management at Rosenberg Equities, on data playgrounds, hubris and the exciting future for quantitative investing.
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.
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.
A set of 12 federal legislative policy priorities adopted by the board of CalPERS underpins the fund’s commitment to preserving defined benefit plans, and positions the fund firmly in the defined benefit camp in the debate over pension design.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
There is still a degree of bad taste in the mouths of trustees when it comes to the use of derivatives in pension fund management, but some funds that have embraced the investment tools, such as HOOPP in Canada, are now reaping the benefits. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Investors’ increasing expectation of inflation risk in Europe, coupled with monetary policy implementation challenges at the European Central Bank, is an argument for a greater allocation to strategies that perform well in inflationary markets, according to a research note by AQR Capital Management.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Securities watchdog, the International Organization of Securities Commissions (IOSCO), has revamped its structure to better identify market risks and develop regulatory standards for capital markets.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
A discussion paper by APG’s Roderick Molenaar, and Tilburg University’s Kim Peijnenburg and Eduard Ponds, looks at whether a low funding ratio of a pension fund can creative incentives for individuals to leave this fund. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
This research by MSCI provides “material extensions” of the standard stress testing methodology of portfolios. It provides a quantitative method to modify asset allocation weights in a stress scenario, and a new paradigm for translating extreme events into asset class scenarios. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
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