In this episode, Alex Proimos, head of domestic content, Conexus Financial, chats with Rob Pruguel, principal consultant at Callidum Investment Research, about vulnerability as we restart the global economy, consolidation with superannuation and how bigger isn’t always better.
GIC evolves TPA in investment framework overhaul centred on economic drivers and flexibility
GIC has further refined its total portfolio approach by moving to a strategic portfolio focused on underlying factors that drive returns. Split between equities, fixed income and real assets, the revision means the fund can move more easily between private and public exposures and nimbly between asset classes.
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Black Monday and Black Swans
Investors need to be aware that rare events with an extreme impact that, afterwards, we think we could have predicted – in short, black swans – happen in the markets. Those who are trying to measure risk in the financial markets need to carefully distinguish risk, with its probabilities, from uncertainty, which cannot be measured.
Canada’s PSPP shifts focus to funding
One of Canada’s largest public pension plans has diverted its immediate attention away from investments, and in particular new risk management tools, to solve its funding deficit issues. Amanda White spoke to PSPP’s plan board manager about their concerns. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Why Fundamental Indexation Might – or Might Not – Work
Some proponents of fundamental indexation claim that the strategy is based on a new theory in which market prices of stocks deviate from fair values. A key assumption in this approach is that fundamental weights are unbiased estimators of fair value weights that are statistically independent of market values. This article demonstrates that, except in
European asset allocators fall short of academic best practice
Investment managers in Europe fail to employ techniques that avoid generating overly-concentrated portfolios because of poor input estimation, and do not fully take into account extreme risks when constructing portfolios, according to research by the EDHEC Risk and Management Research Centre. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
…as Government quantitative measures push up liabilities
Quantitative easing measures introduced by the UK’s Bank of England aimed at kick-starting the local economy have had the unintended consequence of pushing up UK pension scheme liabilities. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
New Jersey winds back alternatives program
The $59 billion New Jersey Division of Investment, has made several changes to its alternatives investment portfolio including a slowdown in new commitments, on the back of a belief that large institutions with high allocations to alternatives will be forced to sell portions of their portfolios in order to raise liquidity and rebalance their overall
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