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.
Returns, resilience and reinvention: What private markets’ top brass are worried about
Senior executives from some of the world's largest private market managers gathered in Berlin this month with a collective understanding: managers who move slowly on AI face not just weaker returns but the risk of owning businesses that have been competitively displaced before they can exit.
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Blue-eared pigs challenge China’s leaders
Economists hate price and wages controls. They distort the natural forces of markets and usually result in pent-up demand and/or supply which will be unleashed at a later stage as well as a range of unexpected distortions. Investors, too, should hate them. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Stock exchange merger and liquidity
This paper by Columbia University’s Ulf Nielsson, empricially investigates the effects of stock exchange consolidation, specifically measuring how it affects stock liquidity and how the effect varies with firm type. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Diversification is not enough for managing risk
Diversification alone is not enough to manage downside risk, rather academic research in dynamic portfolio theory suggests the three complementary techniques of diversification, hedging, and insurance can be used together to design customised investment solutions, that ultimately separate assets into performance seeking portfolios and liability hedging portfolios, according to EDHEC’s Felix Goltz and Stoyan Stoyanov.
CalPERS’ redesign creates CFO role
CalPERS will introduce a new leadership organisation design next year, which includes for the first time a dedicated chief financial officer function coordinating all corporate finance functions including cash flow. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Why politics and pension fund management don’t mix
Thomas P DiNapoli was given a little scare in the recent US mid-term elections but, in the end, was returned fairly comfortably to his position of New York State Comptroller and sole trustee of the New York State pension fund. What happens next, though, may be more interesting. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
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