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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Surprise on the upside for TRS’ strategic parternships
The trend towards the use of strategic partnerships by large US public pension funds is paying off, with the Teacher Retirement System of Texas claiming its program of a committed $4 billion produced returns of 7.3 per cent for the year to the end of September, well above expectation. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Cost saving on radar for Canada’s PSP as more assets come inhouse
The C$41 billion ($38 billion) Public Sector Pension Investment Board plans to bring more assets in house in a bid to lower costs, and will increase the number of direct investments to increase control, the chair Paul Cantor said at the annual public meeting. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
CalPERS, CalSTRS collaborate to build board nomination list
CalPERS and CalSTRS have collaborated to build a network of more than 150 individuals from a diverse pool of sources to act as potential candidates for nomination to corporate boards, as CalPERS’ consultant advises it to synchronise proxy votes between internal and external portfolios. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
CalPERS’ infrastructure consultant cuts fees
CalPERS has appointed a lead infrastructure consultant from its list of four shortlisted candidates that included Meketa Investment Group, Pension Consulting Alliance, RV Kuhns and Wilshire, with the appointed consultant offering a reduced fee structure as part of its contract. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Alaska fills special opportunities bucket with real return mandates
The Alaska Permanent Fund will appoint four real return managers in March next year to manage a total of $2 billion in mandates that will have very few restrictions, and has shortlisted five managers to fill the brief, as part of its special opportunities bucket that makes up 21 per cent of the total fund.
Performance attribution using a decision hierarchy approach
The increasingly dynamic nature of asset allocation and the combination of internal and external management within pension funds requires a performance evaluation model for deeper insight of the organisation’s results. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
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