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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Alternatives and Liquidity: Will Spending and Capital Calls Eat Your “Modern” Portfolio?
An award for the academic paper with the most relevance to institutional investors, as judged by a panel including the chief investment officers of three large European pension funds, has been awarded to Laurence B Siegel, for his paper “Alternatives and Liquidity: Will Spending and Capital Calls Eat Your ‘Modern’ Portfolio?” published in the Journal
Future Fund takes big step for corporate governance
The A$58 billion ($46 billion) Australian Future Fund has made a number of corporate governance-related decisions, including bringing its proxy voting for domestic shares in-house and the creation of an environmental, social and governance risk management function. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Carbon risks reduced by good stock selection
Asset managers can dramatically reduce the carbon footprints of their funds through stock selection without the need to alter sector weightings or their overall investment strategy, according to a report by Mercer and Trucost for the WWF, that also found asset owners could encourage the active management of carbon risk in portfolios. mrec4inarticleinline Sponsored Content
Institutional influence shaping hedge fund investments
Janine Baldridge, Russell Investments’ global head of consulting and advisory services, talks to Kristen Paech about the new terms pension funds are demanding from their hedge fund managers – including lower fees and more control – and how managers are responding. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
$38b UN fund to review ALM
The investments committee and committee of actuaries of the $38 billion UN Joint Staff Pension Board will recommend the introduction of new asset classes, including emerging markets equity and debt, real return assets and private equity in a presentation to the board in July. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
CIC to invest 6% in hedge funds by 2010
The $200 billion China Investment Corporation (CIC) will have between $4 and $6 billion invested in hedge funds by the end of this year, and will develop in-house expertise including long/short under Felix Chee, special adviser to the CIO, as part of a wider recruitment drive which includes more than 30 new positions. mrec4inarticleinline Sponsored
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