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.
The twin forces rewriting the rules of investing
Portfolios built for the old world will be severely tested as emerging forces rewrite the rules of investing. The Fiduciary Investors Symposium heard that geopolitical and macroeconomic upheaval, together with the disruption wrought by AI, should force asset owners to rethink the structure and composition of portfolios.
Sort content by
Hedge FoFs on the wane with experienced investors
Hedge funds have had a bad rap for a long time, often undeserved. But the global financial crisis coupled with the Madoff scandal has affected their growth. UK-based alternatives research firm Preqin surveyed 50 institutional investors about their investments with hedge funds and hedge funds of funds (FoFs). The demands of institutional investors following their
Be aware of absolute returns, because it’s a relative world
Is it possible for a human being to manage an absolute-returns fund? If you believe the latest behavioural finance research, it must be very difficult. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
How active management saved the UN
The $32 billion United Nations Joint Staff Pension Fund has outperformed due to a commitment to active management, a willingness to invest away from the trending market, and a realistic target return. (click on the photo for more…)mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Quants in need of a makeover
Quantitative investing needs to change, and should do so by scaling up to produce more proprietary data, reducing excessive numbers of signals and becoming more “market savvy”, according to the global head of equity research at BlackRock, Ronald Kahn.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
How active management saved the UN
The $32 billion United Nations Joint Staff Pension Fund has outperformed due to a commitment to active management, a willingness to invest away from the trending market, and a realistic target return. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Leave a Comment
You must be logged in to post a comment.
Login