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.
Sort content by
Funds count costs of external asset management
Cost is the flagrant motivation in the trend for US pension funds to move assets in-house, but as this article explores, budgets also need to extend to the demands of investment research, travel and staff incentive compensation.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Volatility cycles of value stocks
This MSCI research examines the volatility cycle of value stocks, shedding light on the changes in relative contributions of value and non-value portfolios to total risk.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Momentum in Japan works well: Asness
By studying value and momentum in Japan as a system, because they are strongly negatively correlated, this paper by AQR’s Cliff Asness argues that despite popular belief, momentum “works quite well” in Japan.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Dutch look ambitiously beyond DB funds
As the social partners in the Netherlands debate the future of the pension system, Amanda White spoke with chief institutional business and deputy CEO at PGGM, Else Bos, about the preferred reform outcome which may be a move towards a “defined ambition” structure, as well as PGGM’s vision of retirement provision which moves beyond just
NZ quake fund skates on very thin reserves
New Zealand’s earthquake disaster relief fund could be completely drained following the fatal 6.3 quake that flattened large swathes of central Christchurch on February 22.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Leave a Comment
You must be logged in to post a comment.
Login