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.
Finland’s Elo: Larger equity allocations promise new media scrutiny
As Finland's pension funds prepare to increase their equity allocations to unprecedented levels compared to global peers, they must also navigate a new and unfamiliar risk. Elo's chief investment officer Jonna Ryhänen explains the fund's investment approach going forward and how it will manage stakeholder and media scrutiny as they react to swinging volatility and returns.
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US funds look for more protection offshore
The trend away from US equities and various fixed interest products as interest rates risks increase is expected to continue, according to the latest Global Asset Flows Review from eVestment Alliance and Casey Quirk. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
More beta, fewer managers, improves portfolio efficiency
A truly diversified portfolio will have 15 separate asset class allocations with an emphasis on beta opportunities and little to no reliance on active management, according to a Towers Watson’s model. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
UK election could trigger rating downgrade
UK pension funds should brace themselves for bad news after today’s election – no matter what the result – if the country’s credit rating is downgraded. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Behind ABP’s strategic investment plan
APG, which manages investments for Dutch pension funds including the giant ABP, has finalised its strategic investment plan for 2010-2012. Amanda White spoke to managing director of strategic portfolio management, Ronald Wuijster, about why there is a continued trend to diversification away from developed market equities and how the portfolio construction methodology has altered. mrec4inarticleinline
Private equity hurting from the boom
No matter what they say, private equity managers will struggle to deliver stellar returns from the vintages of the global recession. Simon Mumme speaks to Jane Welsh, global head of private markets research at Towers Watson, about why the glut of capital committed to private equity in its heyday could depress future returns. mrec4inarticleinline Sponsored
The beta-alpha ratio will yield more success
Using a “Beta-Alpha Ratio” will yield more success in choosing managers ex-ante, compared to other methodology prevalent in the consulting industry, according to a new paper by Wurts Associates’ director of research, Eric Petroff, and research associate, Curtis Yasutake. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
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