Asset Allocation is Key at VicSuper
VicSuper CIO Andrew Howard has positioned the fund’s portfolio to deal with low growth and higher volatility. “I’ll happily accept a lower return than what we might have received from real assets over the last 10 years to ensure we have enough ballast in our portfolio to deliver a smoother pattern of returns.”
The Inherent Complexity of Investment Problems
Finding solutions to complex problems is often not about more information, as we do in statistics, but about finding novel ways to combine existing information, Professor Carsten Murowski says. Unfortunately, this is where computers fail miserably.
Future Fund Appoints Sue Brake in Deputy CIO Role
Australia’s sovereign wealth fund, the Future Fund, has appointed Sue Brake as Deputy Chief Investment Officer, Portfolio Strategy. In this role, Brake will report to Chief Investment Officer Raphael Arndt. Brake will lead the Future Fund’s Portfolio Strategy function, which is responsible for undertaking macroeconomic and capital markets research and blending this with the bottom-up […]
APG Sees More Dispersion in Investor Returns Ahead
The rise of alternative data sets is likely to create a wider dispersion of investors’ returns as the wide range of available data will lead investors to take more varying approaches than they have done so in the past, according to APG Asset Management. Until recently, most financial strategies have relied on a handful of […]
ASX Blockchain Targets Communication not Trading
Gerben de Zwart, Head of Quantitative Equities at Dutch pension behemoth APG, believes that the rise in the use of alternative datasets will see a divergence of manager returns, as they will have to pick and choose which databases to analyse.