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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Silver is the new gold: France’s UMR targets opportunities in ageing economy

Silver is the new gold: France’s UMR targets opportunities in ageing economy

French pension organisation UMR has launched a multi-asset thematic program that will target opportunities in Europe’s ageing economy. It’s part of a broader strategy to increase diversification in private markets where it sees secondary markets as an increasingly important tool.

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Service providers key to ESG development

There is nothing like a bit of red-hot competition to get the blood pumping – 37 Principle for Responsible Investment (PRI) signatories are running for only six positions on the newly-structured PRI Advisory Council. Let’s hope this has the effect of actually transforming institutional investment portfolios, not just getting these responsible types a little spirited.mrec4inarticleinline

CalPERS looks for emerging private equity managers

Domestic emerging managers are the latest focus in the private equity portfolio of the $239 billion CalPERS, with the fund searching for a new investment vehicle, most likely a customised fund-of-funds, to invest in partnerships that may be under-capitalised.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

Managers refine glidepaths for a smoother ride

Managers are continuing to refine their strategies for target date funds, with more than a third of managers incorporating a tactical overlay into their asset allocation, a recent survey has revealed.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

Nasty surprises on the rise for investors, says ESG expert

Corporate disasters such as the BP Gulf of Mexico oil spill and the Fukushima nuclear disaster will be more prevalent and pose a greater risk to investors unless they act to comprehensively change the way they invest, a sustainability expert has warned.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

The road to $1 trillion: Alternatives come of age

Pension funds have invested nearly $1 trillion in alternative assets with the world’s largest managers, with total investments in the asset growing by 12 per cent last year, research has revealed.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

CDS Auctions

This Paul Woolley Centre Working paper, analyses credit default swap settlement auctions, showing the current auction design many not result in the fair bond price, and suggests modifications to the auction design to minimise mispricing. In particular it finds that an auction undervalues bonds by 10 per cent on average, on the day of the

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