In this episode, Alex Proimos, head of domestic content, Conexus Financial, chats with Veronica Klaus, general manager – investment consulting at Lonsec, about a range of topics including the advice gap, allocations for retirement, liquidity in private assets and income strategies for retirees.
Why sustainability pays for US timberland manager RMS
Alabama-based timber manager RMS has developed its own index to measure biodiversity in its forests. The move is in response to a jump in the number of asset owners asking biodiversity questions.
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A 22-year love affair transforms KIC
Everyone asks Scott Kalb, the chief investment officer for the $37 billion Korean Investment Corporation, how he got the job. Scott, as his name suggests, is not Korean. Well, it’s a long story.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
GIC adopts dynamic asset allocation
The Government of Singapore Investment Corporation (GIC) has made changes to its investment policy introducing a ‘facility for medium-term strategy with regard to asset allocation’, as its allocation to developed market equities increase from 28 to 41 per cent in the past financial year.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Five big issues for all pension funds
The academic world has not really been attracted to the pension fund world as a field of study. Most academic research, by a wide margin, usually goes into the workings of the capital markets rather than the workings of the pension fund participants in those markets.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Hedging pays off for Future Fund
The Australian Future Fund’s policy of hedging its foreign currency exposures so that 80 per cent of the portfolio is held in Australian dollars has resulted in large inflows due to the AUD’s recent appreciation. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Skewed risk for CalPERS’ absolute return portfolio
The underperformance of the CalPERS’ risk-managed absolute return strategy indicates the portfolio may be too heavily weighted towards macro, currency, commodity or directional risk than the investment committee originally set out to achieve, according to a review by Wilshire.mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Portfolio choice with illiquid assets
New research by Columbia University’s Andrew Ang, Dimitris Papanikolaou from Northwestern University, and Mark Westerfield from the University of Southern California, shows that illiquidity, modelled as the ability to trade only at randomly occurring discrete points in time, has large effects on policies and optimal asset allocation. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
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