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.
PMT talks infra equity and how to balance stock concentration risk
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.
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Transparency improvements but more work needed on cost disclosure
This year's GPTB scores reveals an improvement across all of the four value-generating measures of cost, governance, performance and responsible investment, but cost transparency remains a laggard.
How Railpen keeps illiquid asset allocation on track
New research on private markets at Railpen has produced a framework that focuses on scenario planning and the uncertainty inherent in illiquid investments taking account of “portfolio steerability”, allocation drift and the impact on short-term liquidity management resulting in a more dynamic approach.
Energy is the fundamental systemic risk
Tim Hodgson, co-founder of the Thinking Ahead Institute at WTW, makes the case that energy is the metaphorical lifeblood of any system, and is therefore the fundamental systemic risk, and that this insight should inform how we go about our net-zero investing.
Why investors should integrate green revenues into portfolio construction
A recent paper from Singapore's GIC, FTSERussell and GMO explains why (and how) investors should integrate green revenues into their portfolio construction.
South Africa’s GEPF mulls proposed liquidity pressures
South Africa's pension funds may have to keep much more liquidity on hand if proposed legislation allows beneficiaries to access their retirement savings early. South Africa's GEPF ponders the implications for long-term investment.
Korea’s KIC accelerates move into alts to better manage volatility
Korea's KIC is accelerating its expansion into alternatives, targeting a quarter of the $169 billion fund in alts by 2025 in a bid to escape the volatility, macroeconomic and geopolitical risk that impacts the fund's traditional public markets allocation. Elsewhere, 'happiness management' is now integral to its recruitment practices.
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