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.
A view that the US stock market is overvalued and equity risk premia will be lower over the long term has driven New Zealand Super to lower the return expectations for its reference portfolio following its recent five-yearly review of the benchmark. Co-chief investment officer Brad Dunstan also flags underweight commodity exposure as an area to address and explains why the fund remains sceptical of illiquidity premia despite seeing a growing case for private markets.
In an attempt to reduce tail risk, a large US west coast endowment allocated up to 15 per cent to a Man Investments’ portfolio of alternative strategies that includes global macro and managed futures.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
The first of a two-part series by AQR provides some analysis for investors deciding how to position a portfolio for various inflationary environments, and clarifies some misconceptions about inflation, and inflation-linked assets. The second paper will discuss the potential risks and rewards of holding various assets during distinct economic environments. Inflation in 2010 and Beyond
The Chinese Investment Corporation will hire a throng of investment professionals to join its nearly 200-member global investment team, following the second meeting of its international advisory council in Shanghai this month. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
This RogersCasey position paper examines the inflation-deflation debate, and the strategic role of real assets in portfolios, concluding there will be higher volatility around long-term average inflation, and that clients should diversify away from US treasuries to protect against sovereign risk. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
The similarities between Canada and Australia are often remarked upon, and they could be about to extend to pension management if an ambitious plan for a ‘mega-merger’ among Australian state-based funds comes to fruition.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
The precarious seesaw that is pension fund asset-liability management is demonstrated in the latest results of the giant Dutch pension fund, ABP, with the fund’s coverage ratio falling, despite positive investment returns, and the fund being only slighly ahead of its recovery schedule. In the first six months of this year the fund’s pension liabilities
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