Igor Halperin: On the application of reinforcement learning in Finance

Fantastic conversation with Igor Halperin
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Highlights video | Stephen Kotkin

Highlights video | Stephen Kotkin

Few forces are reshaping institutional portfolios Continue Reading A Top1000funds.com subscription unlocks the full article Join the global institutional investment platform read by the world's largest asset owners, fund managers and consultants. New here Create an account Complimentary to register. We'll verify your details and grant access to the archive, our newsletters and the Asset

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Brunel’s responsible investment expertise helps cut management fees

Brunel is saving almost four times the costs it incurs thanks to the management fees it is able to negotiate because of its responsible investment expertise. It’s making cost savings of £34 million per year, two years ahead of its initial target of saving £27.8 million a year by 2025.

Return targets a challenge due to high inflation, low risk premiums

High inflation and low risk premiums are making it difficult for asset owners to meet their return targets, according to the investment heads of several major global funds who participated in the 2023 CIO Sentiment Survey.

OPTrust: Why liquidity is central to risk management

As SVB has just discovered - and UK pension funds were sharply reminded last year - every financial crisis is essentially a liquidity crisis. It's why Peter Lindley, president and chief executive of $25 billion OPTrust, one of Canada's largest defined benefit pension plans, puts liquidity management front and centre.

Cross-checking data, wringing necks: the ESG journey

Making a portfolio more resilient to climate change, and playing a role in decarbonising the real economy, requires a range of creative solutions to complex problems, along with a good measure of determination, said a panel of leaders driving ESG efforts at GIC, New Zealand Super and APG.

Investors need better ways to measure and integrate ESG outcomes

Returns have been disconnected with the social returns of ESG-related and impact investments, leading to confusion around different targets and how to integrate them into an investment framework. A case study demonstrates how investors can better allocate their capital by explicitly incorporating impact preference and returns into portfolio theory.

CDPQ’s real estate arm Ivanhoé Cambridge talks agility and evolution

Two thirds of Ivanhoé Cambridge's real estate allocation used to be invested in return-dragging office and retail assets. Now, in a complete reversal, two thirds is invested in logistics and residential real estate alongside a growing allocation to alternative life sciences

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