I speak with my a great voice of independent research in London on the topics of using alternative data for FX and macro research for quantitative strategies. We talk a lot about Saeed’s well known work in macro-economics, in FX research, as well as his well known and regarded book.
Beyond asset classes: Active credit becomes the test case for Florida’s portfolio evolution
Florida State Board of Administration has built an active credit portfolio spanning public and private markets, CIO Lamar Taylor says the initiative could be the first step in a broader shift away from traditional asset-class investing towards a framework centred on return drivers and risk exposures.
Sort content by
Examining the limits of modern portfolio theory
The definition of what it means to invest is changing, according to Jon Lukomnik and James P. Hawley, which means examining the limitations of the 75-year old legacy of modern portfolio theory.
CIO’s views on risk, cost and external partners revealed in annual survey
The latest annual CIO Sentiment Survey, a collaboration between Top1000funds.com and Casey Quirk, part of Deloitte Consulting, finds asset owners on track to hit return targets as risk on and active strategies reap rewards. Elsewhere, after consecutive years of cutting back on manager and consultant relationships, investors want more partners in 2021.
Letter to the editor
Keith Ambachtsheer responds to an article on the negotiations by CalSTRS' outgoing chief executive, Jack Ehnes, to achieve fully funded status by 2046.
Investment risk for long-term investors
Investors with long investment horizons should be looking at long-term risk in a different way argues Geoff Warren, including scoping out potential future ‘paths’ or states of the world.
Future Fund sceptical on correlations
The Future Fund, Australia’s A$226 billion sovereign wealth fund, has embarked on an ambitious project instigated during the crisis which includes re-examining its investment assumptions, risk tolerance and the way it allocates capital. Amanda White talks to the fund’s new CIO, Sue Brake about where the fund will be allocating in the future including alternatives and active management.
Does ‘ESG’ spell ‘Embellished Shiny Grading’?
Is hyper focus on sustainable investing reminiscent of previous bubbles?
Leave a Comment
You must be logged in to post a comment.
Login