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.
Texas ERS reallocates to managers to help navigate concentrated equity market
Texas ERS' CIO David Veal says the fund is re-allocating around a quarter of its public equity portfolio to external managers, away from the internal team. ERS plans to upsize with existing fundamental mandates but also allocate to new incremental relationships with diversifying strategies.
Sort content by
SWIB sits out the long winter
SWIB is in unprecedented territory with half of the fund’s assets in passive strategies. But it is building a portfolio of hedge funds and an internally managed, multi-asset division.
Factor Investing Book, 2nd edition
The 2nd edition of Robeco’s Factor Investing Book is out, which brings together ten articles that Robeco researchers have published over recent years. The book consists of three parts: strategic allocation to factor premiums, understanding the factor premiums and how to implement factor investing in an efficient way. Request a hard copy of the book »
Alaska’s ongoing internal push
Alaska Permanent Fund will focus on smart beta strategies as it seeks to further increase in-house management. It will also develop income-generating strategies away from traditional fixed income, leveraging its size and infinite investment horizon in competing for US infrastructure and real estate assets.
It’s the soft stuff that’s hard with RI
Cultivating organisational purpose, identity and culture, and leadership throughout asset-owner organisations that embeds and champions sustainability is the next frontier for responsible investment, says Rob Lake.
Residual Equity Momentum for Corporate Bonds
It is well documented that equity momentum has predictive power for corporate bond returns. We show that an equity momentum strategy applied to corporate bonds exhibits significant time-varying exposures to common equity and bond risk factors. Find out more about the residual momentum strategy. Read the research paper »mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Leave a Comment
You must be logged in to post a comment.
Login