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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Specialised short positions challenge beta behaviour
Long/short funds with specialised short positions have greater beta convexity and present greater liquidity strain in rebalancing, according to new research by Morgan Stanley.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Danger signs surround quantitative easing solution
If the unavailability of credit is not the source of the US economy’s problems then the quantitative easing solution put forward by the US Federal Reserve could be ineffective at best, and at worst full of danger, according to broker and quantitative research firm, H.C. Wainwright & Co Economics.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Fear the Boom and Bust
With a festive tongue firmly in cheek, this video may provide a welcome smile at the end of a challenging year for many fiduciary investors. The global financial crisis triggered a revival in the popularity of interventionist Keynesian economics – but the free marketeers of Friedrich Hayek’s Austrian School won’t give ground easily. Here, Keynes
Agency risk at the fund level … and happy holidays!
If this is a time of year for reflection on a personal level, perhaps with some plans for self-improvement over the next year, whether it be more time with the family, get fit, etc, then it may also be a good time to consider the human element in the management of a fiduciary fund. mrec4inarticleinline
NEST broods on SRI choice
The UK’s National Employment Savings Trust (NEST) will offer members a socially responsible investment fund, one of the first investment decisions the trustee board has made as it finalises its investment strategy.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Now this is a merger: NZ mulls mega-fund
The New Zealand government could create a single NZ$40 billion ($30 billion) fund under a proposal mooted in its inaugural ‘Investment Statement’ published this month. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
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