Taking Risk Parity In-house at PSERS Asset Allocation & Strategy, Asset Owners, Financial Crisis, Innovation, Women in Finance The US$ 55 billion Pennsylvanian pension fund PSERS embraced risk parity in an effort to address the asset allocation challenges laid bare by turmoil during the global financial crisis. Read More
HESTA Eyes Fundamental Aus Equities Asset Allocation & Strategy, Asset Owners, Chief Investment Officers, Equities, Women in Finance Australian pension fund HESTA is considering creating an internal fundamental Australian equities capability in an effort to address capacity constraints and drive company engagement. Read More
Asset Allocation is Key at VicSuper Asset Allocation & Strategy, Asset Owners, Chief Investment Officers 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.” Read More
The Science of Hedging Asset Allocation & Strategy, Asset Owners, Financial Crisis, Risk and Regulation In the past, decisions about hedging have sometimes involved a bit of an educated guess, but a new paper aims to create rigour around this process. Read More
The Inherent Complexity of Investing Asset Allocation & Strategy 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 type of complexity is where computers fail miserably. Read More
Future Fund Appoints Deputy CIO Asset Allocation & Strategy, Chief Investment Officers, Women in Finance The Future Fund appoints former Willis Towers Watson consultant Sue Brake as Deputy CIO. Read More
The Impact of Small Funds Asset Allocation & Strategy Sometimes it pays off for a pension fund to be small and nimble and one area where this is a clear advantage is in impact investing. Read More
ASX Blockchain Targets Communication Asset Allocation & Strategy The Australian Securities Exchange’s (ASX) efforts in adopting blockchain are not aimed at trading securities over a blockchain system; it is looking to simplify the way it communicates with its end users. Read More
The Pain Premium Asset Allocation & Strategy, Behavioural Finance Could the discomfort an investor feels for holding certain positions be the reason why certain factors don’t get arbitraged away – a pain premium of sorts? Read More
