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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Quantifying labor and human rights portfolio risk
This paper, by senior research fellow at the Labor and Worklife Program at Harvard Law School, Aaron Bernstein, explores how pension funds can gather quantifiable, independently audited data on the risks posed by labor and human rights activities of global companies, that is analogous to financial information, and how investors can help facilitate the acceptance
Liability – informed risk budgeting and the use of higher tracking error active equity managers: the virtues of being different
In an environment where periodic illiquidity has become more frequent, Alan Dorsey and Juliana Davydov from Neuberger and Berman explore the risks associated with a new asset allocation approach and the use of managers with broader mandates. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
PIMCO predicts a “new normal” to reign in investment markets
A “new normal” will reign in investment markets after the shocks of last year, according to PIMCO, with the manager’s secular outlook favouring investment at the front-end of the yield curve as well as income producing instruments. This article looks at the outcomes of its recent secular forum including a call for investment management vehicles
Meet Invest AD, gateway to MENA opportunities
Invest AD, the new-look Abu Dhabi Investment Company, has further ramped up efforts to attract institutional capital from around the globe to invest in the Middle East and North Africa (MENA) region by launching four new equity funds. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Overcoming UNPRI implementation hurdles
With some government-committed funding, the Responsible Investment Academy, has the flexibility to achieve its aim of being the first global academic-training centre to teach pension funds and their service providers how to formally incorporate environmental, social and governance (ESG) issues in their investment assessments. Amanda White spoke to chair of the academy’s advisory council, Steve
Kazakhstan SWF invites global equity managers aboard
The $23 billion National Oil Fund of Kazakhstan, an economic stabilisation fund built from surplus oil revenues, is seeking external active and passive global equity managers as it pumps money into the domestic economy in an attempt to offset the impacts of the financial crisis. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
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