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.
Finland’s Elo: Larger equity allocations promise new media scrutiny
As Finland's pension funds prepare to increase their equity allocations to unprecedented levels compared to global peers, they must also navigate a new and unfamiliar risk. Elo's chief investment officer Jonna Ryhänen explains the fund's investment approach going forward and how it will manage stakeholder and media scrutiny as they react to swinging volatility and returns.
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Most managers set to look outside the US
The managers most in demand by US investors are those with compelling presences in global and emerging markets’ equities, hedge funds, funds of hedge funds, private equity and real assets.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Long-term risks and the human factor for fiduciaries
While risk for investment portfolios has been well-studied in the light of the financial crisis – if insufficiently before – the notion of long-term risk is still underexplored, according to Roger Urwin.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Restrict rebalancing to US stocks and bonds: Morgan Stanley
A more efficient way to rebalance highly diversified multi-asset portfolios – which contain illiquid assets – could be to restrict the rebalancing to exchanges between US stocks and US bonds only, according to new analysis by Morgan Stanley.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Deepwater execs strike oil with safety bonuses
As incongruous as it sounds, executives at Transocean Ltd – the company that owns the Deepwater Horizon oil rig which exploded in the Gulf of Mexico last year killing 11 people – have been paid bonuses for their improved safety performance.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
The cult of transparency has a price
You have to feel sorry for the investment professionals at large public sector pension funds around the world. They must pay a big price for the transparency of their funds.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Endowment investing in the post-crisis world
Like most asset allocation strategies, the ‘endowment model’ for investing was challenged by the financial crisis and its practitioners have learnt lessons from the episode, according to Sandra Urie, CEO at Cambridge Associates, an asset consultant with deep experience in the field.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
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