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.
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CalPERS to fight lower-return future
Investment staff and four selected consultants expect CalPERS’ returns will be less than the fund’s current 7.75 per cent – a finding on the agenda of a special investment workshop next week, alongside static versus dynamic asset allocation and the use of leveraged bonds. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Callan boosts manager research with minorities focus
Minorities are set to benefit from Callan Associates’ launching of its Callan Connects program to assess emerging managers and minority-, women- and disabled-owned companies (MWDO). mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Eastern promise: GE Pension Plan shifts into emerging markets
Capturing the growth of emerging markets in investment portfolios isn’t easy, says Jay Ireland, who oversees the GE Pension Plan’s $43 billion in assets, as he outlines long-term investment opportunities following the end of the decades-long bull market in developed world equities. Simon Mumme reports. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Sovereign Wealth Funds look to risk
The International Forum of Sovereign Wealth Funds held its second annual meeting in Sydney last week. conexust1f.flywheelstaging.com reports on the meeting’s outtakes – including asset allocation and risk management implications. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Serious investment implications from CalPERS lawsuit
The decision by California Attorney General, Edmund Brown, to charge former CalPERS board member and placement agent, Alfred Villalobos, his company ARVCO Capital, and former CalPERS chief executive, Federico Buenrostro, with fraud could have serious consequences for the future investment direction of the fund. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Pension fund performance and costs: small is beautiful
This new paper by Rob Bauer, Martijn Cremers, and Rik Frehen uses the CEM pension fund data set to document the cost structure and performance of a large sample of US pension funds. It finds that small-cap mandates of defined-benefit funds have outperformed their benchmarks by about 3 per cent per year. Concluding that while
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