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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Wilshire to drop Dow Jones for index provision
Wilshire will drop Dow Jones as the calculating engine of its indices, and will independently managed its more than 200 indices, including the high-profile Dow Jones Wilshire 5000 index, from April 1. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
European funds start rebalancing process
Pension funds in Europe are rebalancing their portfolios to reflect huge falls in equity markets as the financial crisis forces them to re-evaluate the relevance of their strategic asset allocation in the new market environment. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
European asset allocators fall short of academic best practice
Investment managers in Europe fail to employ techniques that avoid generating overly-concentrated portfolios because of poor input estimation, and do not fully take into account extreme risks when constructing portfolios, according to research by the EDHEC Risk and Management Research Centre. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
…as Government quantitative measures push up liabilities
Quantitative easing measures introduced by the UK’s Bank of England aimed at kick-starting the local economy have had the unintended consequence of pushing up UK pension scheme liabilities. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
New Jersey winds back alternatives program
The $59 billion New Jersey Division of Investment, has made several changes to its alternatives investment portfolio including a slowdown in new commitments, on the back of a belief that large institutions with high allocations to alternatives will be forced to sell portions of their portfolios in order to raise liquidity and rebalance their overall
Record losses for UK DB plans underscored by reliance on markets…
Five consecutive days leading into March were the most volatile on record for UK final salary pension schemes since accounting standards were changed in 2001, reflecting the risks associated with funding dependence on investment markets. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
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