Linda Gruendken: Cycling in Cambridge and the randomness of markets

I chat with Linda, the lead scientist from GAM Systematic CANTAB, and recently named as one of the top 50 women in the hedge fund industry. We have a fascinating conversation about the difference between quant and systematic approaches, and the vast uncertainty of financial markets. We talk about the usefulness of machine learning models and the critical role that investment horizon plays.

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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PGGM: Impact begins at home

PGGM: Impact begins at home

PGGM is preparing to build out the third element to its impact strategy targeting biodiversity. By focusing on food and the circular economy, PGGM aims to create most impact at home. Top1000funds.com looks at the fund's impact journey.

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Cancun does not solve key issues: Sorensen

The international climate process survived at COP16, but the  UN Cancun Agreement does not solve key issues such as legally binding emission targets and carbon pricing, according to chair of the Institutional Investors Group on Climate Change, Ole Beier Sorensen.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

Resentment builds over AIFM Directive

Two-thirds of Europe’s alternative assets fund managers oppose the AIFM Directive, with the EU passport and disclosure requirements topping the list of concerns.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

Clarifying the concept of risk management

Scientific director at EDHEC-Risk Institute Lionel Martellini, reminds investors of the difference between risk management and risk measurement, highlighting there are some limits to risk diversification.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

Real estate or infrastructure? Evidence from conditional asset allocation

This study by Tobias Dechant and Konrad Finkenzeller from the University of Rengensberg’s BS Institute of Real Estate, reassesses the role of real estate in the asset allocation processs, by considering a wide range of alternative and/or seemingly related assets, paying particular attention to infrastructure. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

Old rules still apply for equity risk premium

The equity risk premium has come in for some renewed analysis in the past couple of years as investors attempt to reconstruct their portfolios to defend against any future fat-tail events.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

The case for leveraged loans

Leveraged loans are the senior-most debt obligations of non-investment grade corporate borrowers and are an attractive source for uncorrelated returns, argue David Frey and Julian Qin, of Highbridge Principal Strategies.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3

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