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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Short termism presents opportunities for long-term investors
There is more opportunity to capture value-added returns by focusing on the long-horizon end of the investment spectrum, than join the over-crowded short-horizon end where most investment management is conducted, according to president and chief executive of the Canadian Pension Plan Investment Board (CPPIB), David Denison. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
CalPERS urged to pull back commodities risk
CalPERS’ internal commodities team should enforce a tracking error limit for the portfolio it manages, and prepare to boost headcount and resources as investment opportunities evolve and funds under management grow, the fund’s primary asset consultant, Wilshire Associates, found in a review. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Corporate US plans expect too much
US corporate defined-benefit plans are still severely underfunded, with an artificially high return expectation contributing to the situation, according to a report of the funding status of 308 US corporate defined benefit plans by Wilshire Consulting. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Global instos collaborate on measuring water risks
Norges Bank Investment Management is leading a consortium of more than 130 institutions globally in a disclosure project aimed at providing investors with a comprehensive assessment of the water risks of the companies they invest in. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Wilshire survives and retains CalPERS consulting tender
Wilshire Associates has survived another competitive tender, trumping RogersCasey in the interview scoring process to retain the position of CalPERS’ lead general investment consultant, a position it has held since 1983. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Pension funds unite: you can double returns
Paul Woolley insists that he is pro market forces; he is not some sort of Trotskyite. A cursory glance at some of the research work he is either doing or financing might prompt scepticism. But this urbane Londoner who established the top-shelf GMO quant shop in Europe is mainly concerned about inefficiencies and mispricing. And
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