Fantastic conversation with Igor Halperin around the application of reinforcement learning into forecasting problem, and the limits to data and understanding the world.
PMT talks infra equity and how to balance stock concentration risk
Scenario testing has put inflation risk front and centre at PMT, the Netherlands’ third largest pension fund, and it's driving the investor to take stock of the inflation protection it gets from infrastructure. In an interview with Top1000funds.com, chief investment officer Hartwig Liersch unpacks the risk, as well as another initiative where it's balancing concentration risk in the equity allocation without hurting returns.
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It’s ‘arrivederci’ for Italian funds managers
A new regulatory environment in the Italian asset management industry could be a boon for international players as domestic firms may consider selling due to more stringent capital requirements, a study by RBC Dexia and Ernst & Young has found. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
APG opts for status quo in allocations
Conservatism will reign in the Netherlands in 2011, as a well-diversified, relatively liquid portfolio drives the asset allocation of APG Asset Management. But while caution rules, head of strategy, Ronald Wuijster is also well-aware of the need for an open mind around the measurement of risk. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Norway’s auditor slams manager fees as ‘reprehensible’
Norway’s Finance Ministry is under fire for huge fees paid to external fund managers of the NOK3 trillion ($478 billion) Government Pension Fund, with the country’s auditor general criticising Norges Bank as “reprehensible” for paying out NOK500 million ($81 million) on a mandate of NOK3.3 billion ($534 million). mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Mercer buyout of Hammond augurs boutiques’ demise
Mercer’s acquisition of US-based Hammond Associates marks the continued trend of a new consulting environment that raises the question of whether boutique firms can survive. Amanda White spoke to Mercer’s US investment consulting leader, Jeff Schutes, about why clients’ demand for deeper resources and knowledge is driving the consolidation, and why large firms are rejecting
US instos swing back to equities
The Conference Board’s 2010 Institutional Investment Report: Trends in Asset Allocation and Portfolio Composition measures the asset growth and portfolio composition of institutional investors operating in the US.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Blue-eared pigs challenge China’s leaders
Economists hate price and wages controls. They distort the natural forces of markets and usually result in pent-up demand and/or supply which will be unleashed at a later stage as well as a range of unexpected distortions. Investors, too, should hate them. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
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