Jim Creighton: Quant in the 90s and the AI reinvention

I chat with Jim, the former CIO of Barclays Global Investors on the history of quantitative investment, the myths of factor investing, and how machine learning can help solve difficult problems in financial markets. We touch on the future of AI and its use in the broader society – where are the opportunities and where are the potential threats?

Nothing on this podcast is to be considered investment advice or a recommendation. No investment decision or activity should be undertaken without first seeking qualified and professional advice

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Beyond asset classes: Active credit becomes the test case for Florida’s portfolio evolution

Beyond asset classes: Active credit becomes the test case for Florida’s portfolio evolution

Florida State Board of Administration has built an active credit portfolio spanning public and private markets, CIO Lamar Taylor says the initiative could be the first step in a broader shift away from traditional asset-class investing towards a framework centred on return drivers and risk exposures.

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Infrastructure comes of age in low returns environment

As cash-strapped governments around the world come under pressure to sell public assets, capital-intensive investors are searching for stable yielding investments, bringing the maturing infrastructure asset class back into the framework. Sam Riley looks at examples from around the world. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

A new card for an old infrastructure hand

      With more than $A5 billion ($5.3 billion) invested in infrastructure through some 120 different types of assets, AustralianSuper is examining whether diversity is all its cracked up to be when it comes to infrastructure investing. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

TRS told innovative partnerships will drive returns

The Texas Teachers Retirement System (TRS) continues to build innovative relationships with its managers, the latest of which has seen it take a $250-million equity stake in asset manager Bridgewater Associates LP.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

Enhanced estimates generate improvement in hedge funds

EDHEC-Risk Institute has conducted research looking at an application of the improved estimators for higher order co-moment parameters as they apply to the optimisation of hedge fund portfolios.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

Liquidity and listed infrastructure key for Ireland’s NPRF

Ireland’s sovereign wealth fund has to delicately balance the twin demands of being a long-term investor with providing capital to rebuild the shattered Irish economy.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

ESG seeks meaningful relationship with performance

Research on environmental, social and corporate governance (ESG) and investments has advanced in rigour, coverage and volume, but data quality, and the problems of reverse causality are still concerns for academics looking for a meaningful relationship between ESG factors and investment performance.

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