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Modern portfolio theory, risk and fiduciary duty

Amanda White

August 08, 2012

It was only a few decades ago that trustees in man
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Asset Owner:California Public Employees Retirement System (CalPERS)PGGM / PFZWCalifornia State Teachers Retirement System (CalSTRS)

2 responses to “Modern portfolio theory, risk and fiduciary duty”

  1. Tim MacDonald

    Institutions might consider equity splits in the cash flow waterfall as an innovation in investment architecture that is better suited to making investments that support sustainability and social responsibility.

    There is no constituency for this idea right now, but “if we build it, they will come”. If Institutions make it known to investment professionals that they favor buying equity splits over speculative trading, deals — and deal makers — will arise to answer the call.

  2. James McRitchie

    The Investor Responsibility Research Center Institute (IRRCi) is accepting submissions for its second annual competition for research that examines the interaction of the real economy with investment theory. Two papers – one academic and one practitioner – each will receive the “2013 IRRC Institute Research Award” along with a $10,000 award. A blue-ribbon panel of renowned judges with broad finance and investment experience will carefully review submissions and select two winning papers.

    Learn more about the award process, submission guidelines, and calendar at http://corpgov.net/2012/08/contest-post-modern-portfolio-theory/

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