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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Governance review to facilitate speedy decisions at SWFs
Sovereign wealth funds are prioritising a review of their internal risk management frameworks and better communication with their stakeholders regarding expectations of financial markets, according to Patricia Pascuzzo, global head of national funds consulting at Mercer. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
The corporate governance lessons from the financial crisis
This report from the OECD steering committee on corporate governance attributes a great deal of the financial crisis to failures and weaknesses in corporate governance arrangements. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Equity bias thwarts Irish sovereign fund’s returns
Ireland’s €15.5 billion (US$20.6 billion) sovereign wealth fund, the National Pensions Reserve Fund (NPRF), has been highly exposed to the equity market malaise. Kristen Paech examines the fund’s investment strategy and the Government’s recent decision to use the NPRF to finance the recapitalisation of two of Ireland’s beleaguered banks. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
The marginal investor: thoughts from the edge
What’s in a Name (or an Acronym)? GFC is in the lexicon. It’s not in mine. I refuse to add to the surplus of investment TLAs in circulation. I refuse because naming induces a dangerously comforting sense that we’ve understood or even controlled that named. Hurricanes sound less malevolent, friendly almost, when called Kylie or
The stochastic advantage: volatility creates opportunity
Robert Garvy, chief executive officer of Florida-based INTECH Investment Management, talks to Kristen Paech about the benefits of mathematical investing, and the blurring of the line between passive and active investing. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Does your portfolio have bad breadth? Choosing essential betas
In this article, Ed Peters, co-director of global macro at First Quadrant, Ed Peters, examines what markets, or betas, are essential to fully diversitfy a global portfolio, while still achieving long-term goals; and how breadth is often confused with diversification. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
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