Fantastic conversation with Igor Halperin around the application of reinforcement learning into forecasting problem, and the limits to data and understanding the world.
Returns, resilience and reinvention: What private markets’ top brass are worried about
Senior executives from some of the world's largest private market managers gathered in Berlin this month with a collective understanding: managers who move slowly on AI face not just weaker returns but the risk of owning businesses that have been competitively displaced before they can exit.
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Liquidity as an investment style
This paper by Yale School of Management Professors, Roger Ibbotson and Zhiwu Chen, shows that liquidity, as measured by stock turnover or trading volume, is an economically significant and distinct investment style, and introduces and examines the performance of several portfolio strategies.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Dodd-Frank Act will stand or fall on right people
At a Yale-hosted roundtable on the Dodd-Frank Wall Street Reform Act, professor of economics, Robert Shiller, said the success of the Act, and the agencies created to study aspects of the market, will depend on appointing the right people, who should be willing to take advice from his fellow economists. Click here to read more.mrec4inarticleinline
Harvard endowment hones managers
Harvard Management Company will increase manager concentration levels, look closely at commodities and real estate, and bring more assets in-house where appropriate, as it moves into fiscal year 2011 with an unchanged long-term asset allocation.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
New world order: Mercer offers its blueprint to cope
Mercer Investment Consulting has produced its foreshadowed paper on global equities, which urges clients to have a major rethink about their benchmarks and portfolio construction. Greg Bright spoke with the paper’s main author, Nick White.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Future Fund chief departs, alternative weightings increase
Four years after becoming its first employee, Paul Costello will leave his role as general manager of Australia’s Future Fund, saying “new leadership” was appropriate now that the A$87 billion ($81.2 billion) vehicle was beyond its “startup phase.” mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Commodities and emerging markets funds will run the gauntlet
There are eight “gauntlets” that any managed fund will have to run over the medium term, according to Investec Asset Management investment strategist Michael Power, and while a Japanese equity fund might be lucky to meet one of them, funds investing in commodities or the emerging markets would satisfy almost all eight.mrec4inarticleinline Sponsored Content scnative1
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