At the age of 82, modern portfolio theorist, Harry Markowitz still has a lot to say about the state of play in investment management. In the January/February issue of the Financial Analysts Journal, Makowitz who is president of Harry Markowitz Company and adjunct professor of finance at the Rady School at the University of California, outlines a proposal for gaining insight into complex financial instruments, which includes the government sponsoring a survey of direct and indirect exposures.
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Photo gallery: FIS 2026 at Raffles Singapore
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Securities body ramps up risk surveillance
Securities watchdog, the International Organization of Securities Commissions (IOSCO), has revamped its structure to better identify market risks and develop regulatory standards for capital markets.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Should I Stay or Should I Go?
A discussion paper by APG’s Roderick Molenaar, and Tilburg University’s Kim Peijnenburg and Eduard Ponds, looks at whether a low funding ratio of a pension fund can creative incentives for individuals to leave this fund. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Underfunded pensions mauled in bearpit of expectations
It’s not until you’re actually in the country that the real depth of the funding problem in US state pension plans becomes clear, as does the truly arduous environments that the investment professionals at those funds are operating within.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Rational agents can upset asset-pricing paradigm
In contrast to the standard paradigm about momentum and reversal in markets being caused by agents reacting wrongly, new research shows that these phenomena can arise in markets with rational agents.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Callan sticks to the long-term knitting
Unfortunately, from a journalist’s point of view at least, there is nothing new or radical about the investment principles that president and head of research at Callan, Greg Allen (pictured), is touting. He says investors should stick with the status quo of long-term, stable strategic asset allocation regardless of the recent market turmoil challenging investors.mrec4inarticleinline
CalPERS implements new RFP process for global equities
CalPERS will implement a new RFP process for global equities, which is more consistent with the transformation of its global equities portfolio and the desire to assess every strategy, than its current Spring Fed Pool system, Eric Baggesen, senior investment officer of global equities said.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
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