Prof Rob Hyndman discusses the interesting elements of his work as editor of the Internal Journal of Forecasting, his work on forecasting COVID for the Australian government, time-series and causality.
Prof Rob Hyndman: Forecasting COVID, time-series, and why causality doesnt matter as much as you think.
NZ Super cuts benchmark return expectation on US valuation concerns
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.
Sort content by
Penn PSERS trims leverage, adds fixed income and hones in on fees
The $71.9 billion Pennsylvania Public School Employees' Retirement System has reduced net leverage, added fixed income and continues to shave costs off its external investment management fees, mostly by reducing private allocations. The trimming and shifting of the portfolio is part of an adjusted SAA responding to ongoing market changes.
PPF throws hat in the ring to manage DB pension assets for growth
The United Kingdom’s £32 billion Pension Protection Fund (PPF) is marketing its credentials to act as consolidator for the country’s thousands of DB corporate retirement funds.
USS outlines new climate scenarios for improved investment decision-making
USS and the University of Exeter have outlined new climate scenarios that focus on short term, real world impacts and are more useful for investors. USS will use them to develop a long-term investment outlook and top-down portfolio construction.
San Francisco’s Alison Romano makes her mark
Over a year into her role as executive director and CIO at SFERS Alison Romano gives the low down on how she approached her new role, how she is reviewing the absolute return allocation and how leadership involves more listening and asking questions than speaking.
NBIM: Listed and private real estate is all the same in the long run
The differentiating characteristics of unlisted and listed real estate diminish over time according to new research by Norges Bank Investment Management, supporting the sovereign wealth funds’ unique combined strategy for real estate that sees both private and listed sit in the same team.
HOOPP: A boardroom view of how to approach governance around climate change
Boards face a vital role supporting governance around climate change. The board journey of Canadian fund HOOPP serves as a starting point for other boards feeling equally challenged by the complexity of the issue writes co-chair Gerry Rocchi.
Leave a Comment
You must be logged in to post a comment.
Login