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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PMT talks infra equity and how to balance stock concentration risk

PMT talks infra equity and how to balance stock concentration risk

Scenario testing has put inflation risk front and centre at PMT, the Netherlands’ third largest pension fund, and it's driving the investor to take stock of the inflation protection it gets from infrastructure. In an interview with Top1000funds.com, chief investment officer Hartwig Liersch unpacks the risk, as well as another initiative where it's balancing concentration risk in the equity allocation without hurting returns.

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Chinese whisper over CIC turf wars

The $300 billion China Investment Corporation (CIC) aims to sidestep official barriers to investing in the US by offloading its stakes in home-country banks. The proposal would see the sovereign wealth fund (SWF) relinquish responsibility for the Chinese government’s majority stakes in the country’s largest banks, such as Bank of China, the Financial Times reported.

Companies face up to investors on say-on-pay

Proxy advisory firms have substantial influence on executive pay decision-making processes in US companies, however they have had little impact on the design of executive compensation programs, according to about half the respondents in a Towers Watson survey. The Towers Watson”Executive Say-on-Pay Flash Survey”, conducted in June surveyed 251 US public and private corporations representing

MSCI index launches ESG into mainstream

Following its merger with RiskMetrics, global index provider MSCI will launch a series of indexes and risk products incorporating ESG for the first time, and in doing so will propel ESG factors into the mainstream. Amanda White spoke to managing director, global head of index and applied research at MSCI, Remy Briand. With more than

APG’s Asian strategy

As part of an increasing focus on emerging markets, APG Asset Management, has an increasing interest in emerging markets. As part of that strategy an office in Hong Kong employs 28 staff to cover the Asian region. Amanda White spoke to the president of APG Asset Management Asia, Fer Amkreutz, about the perils and profits

CalSTRS to get nimble for risk…

CalSTRS will explore the potential of risk-oriented strategic allocation management and wider asset class ranges, as it sets out its investment business plan for 2010-11, which also includes collaborating with UC Regents and CIC about improvements to Barra One – its risk management system – and potentially further insourcing. Each fiscal year CalSTRS sets out

CalSTRS team rejig makes way for new deputy CIO

The $130 billion Californian fund, CalSTRS, will hire a deputy chief investment officer who will oversee the new absolute-return asset class, investment operations and a majority of the day-to-day investment branch management. This brand new position will allow the chief investment officer, Chris Ailman, to focus more on portfolio management and asset allocation. All existing

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