Fantastic conversation with Igor Halperin around the application of reinforcement learning into forecasting problem, and the limits to data and understanding the world.
The twin forces rewriting the rules of investing
Portfolios built for the old world will be severely tested as emerging forces rewrite the rules of investing. The Fiduciary Investors Symposium heard that geopolitical and macroeconomic upheaval, together with the disruption wrought by AI, should force asset owners to rethink the structure and composition of portfolios.
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Dutch pension schemes show relative conservatism
Dutch pension schemes have the highest allocation to bonds, with an average weighting of 48 per cent, while US and UK funds favour equities, according to the 2010 Towers Watson global pension assets study. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Indiana PERS benefits from autonomous decision making
An extensive education and relationship building experience has resulted in the board of the $14 billion Indiana PERS fully outsourcing investment decision making to the executive staff. Amanda White spoke to executive director Terren Magid about the benefits of autonomous, and quick, investment decisions, particularly in relation to alternatives. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Neuberger Berman alternatives strategy outlook
This paper from the Neuberger Berman fund of hedge funds team analyses the near-term prospects of distressed investing and volatility arbitrage, offers observations on the importance of managing the beta profiles of long and short positions within long/short equity portfolios, and explores the effects of reduced competition on hedge fund managers. mrec4inarticleinline Sponsored Content scnative1
Farmland comes of age for pension funds
As a relatively new and untapped asset class, farmland remains mysterious to some institutional investors. Greg Bright spoke to Charmion McBride, chief operating officer of Insight Investment, an affiliate manager of BNY Mellon Asset Management, about the benefits of the asset class which include uncorrelated returns and SRI considerations. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Australian Future Fund favours hedge funds
The A$66 billion ($58.8 billion) Australian Future Fund has tapped its cash portfolio to increase its exposure to alternatives, with cash dropping from 46 to 15 per cent in the past year, including an estimated allocation of $3.7 billion to three hedge fund managers in the fourth quarter of last year. mrec4inarticleinline Sponsored Content scnative1
Appalled in Greenwich Connecticut
Managing and founding principal of AQR Capital Management, Cliff Asness, responds to President Obama’s call to limit the size and power of America’s banks. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
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