I chat with Paul on derivative pricing, the application of mathematics within financial services and the implications for society due to AI.
Nothing on this podcast is to be considered investment advice or a recommendation. No investment decision or activity should be undertaken without first seeking qualified and professional advice.
Scenario testing has put inflation risk front and centre at PMT, the Netherlands’ third largest pension fund, and it's driving the investor to take stock of the inflation protection it gets from infrastructure. In an interview with Top1000funds.com, chief investment officer Hartwig Liersch unpacks the risk, as well as another initiative where it's balancing concentration risk in the equity allocation without hurting returns.
The $71 billion Washington State Investment Board has made a renewed commitment to overweighting emerging markets and private equity, but a comprehensive enterprise-wide risk management framework will help ensure the inherent risks of that strategy remain in check.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
China is stepping up its clean energy drive, both through a reduction of its own emissions and by becoming the biggest supplier of some clean-energy equipment in the world. Picture (courtesy China Daily) shows cooling towers being demolished with explosives amid efforts to reduce emissions in Zoucheng, East China’s Shandong province, last week.Click here to
The key to value investing is not buying cheap. Anyone can do that. It’s buying at a time when the value inside is about to be unlocked. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Introducing specialist risk management professionals within the fixed-income team is one of Wilshire Consulting’s recommendations to CalPERS following its review of the internal team, investment process and resources.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
The Institute for Quantitative Investment Research (Inquire) Europe has recognised research by Professor Lionel Martellini, scientific director of EDHEC-Risk Institute developed in conjunction with Vincent Milhau, research engineer with EDHEC-Risk Institute. The paper, Dynamic Allocation Decisions in the Presence of Funding Ratio Constraints, can be accessed here. Inquire_Europe_Autumn_2009mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Top1000funds.com is the market leading news and analysis site for the world’s largest institutional investors. It focuses on leading the global investment industry to continuous improvement through case studies of best practice in governance and decision making, portfolio construction and efficient portfolio management, fees and costs, and sustainable investing.
The publication pushes the industry to question whether status quo processes and behaviours to tackle risks and opportunities will be sufficient in the future, and actively campaigns for diversity, sustainability, transparency, innovation and better alignment of fees in the investment industry.
Top1000funds.com is read by investment professionals in more than 40 countries.
Leave a Comment
You must be logged in to post a comment.
Login