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.
TPA: Built on essentials, shaped by levers
As asset owners grapple with the appropriateness of a total portfolio approach for their fund, new ICPM research has outlined building blocks to be considered in the process including some essential “enablers”, like governance structures, and optional “levers”, like incentive architecture. ICPM managing director Adrian Trollor unpacks the framework.
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HOOPP derives benefits to boost funding status
The extensive use of derivatives has been a big contributor to the C$35.7 billion ($37.4 billion) HOOPP reaching fully funded status. Jim Keohane, chief investment officer, explains how the fund manages its assets and liabilities through liability-hedging and return-seeking portfolios and the role derivatives play in dialling risk up, or down. mrec4inarticleinline Sponsored Content scnative1
Climate change needs a brand makeover
Can the seemingly insatiable appetite for anything Facebook guide the pension industry on how to create the same demand, and market, for climate change?mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Australia’s Future Fund looks to tangibles
The A$72.9 billion ($78.9 billion) Australian Future Fund will ramp up its tangible asset investments this quarter to more than 14.5 per cent of the fund with a long-term goal of lifting that to 25 per cent, a spokesman said.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Industry vs country factors in global equity markets
The relative strengths of industry versus country factors can be of major importance for global equity portfolio managers. If country effects dominate, then primary consideration can be given to the country allocation decision. On the other hand, if global economic integration is reducing the distinctions between countries, then an industry-first investment process may be more
De-risking needs buy-in: Mercer
Determining a pre-defined strategy and committing to it is the key to dynamic de-risking, according to executives at Mercer in Canada, who are seeing a lot of interest in the strategy, but hesitancy in implementation.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Wurts warns on risk chasing
Investors should avoid embracing more risk to chase returns, despite buoyant equity markets defying recent global shocks, warns American institutional investment consultant Wurts and Associates.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
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