Seeking Alpha in Crisis Asset Allocation & Strategy, Factors, Quant & Systematic, Private & Alternative Markets Crisis risk offset sleeves have drawn increasingly more attention from institutional investors, but what do these portfolios actually contain? With bond yields at historic low levels and interest rates rising many institutional investors are questioning whether the negative correlation between equities and bonds – the very foundation of the widely used ‘balance portfolio’ in the […] Read More
Quants Part III – Using the Right Tools for the Job Asset Allocation & Strategy, Factors, Quant & Systematic, MarketFox In this final instalment on quants, MarketFox columnist Daniel Grioli looks at the influence of investors’ time horizon on the usefulness of quantitative techniques. I’ve received several comments from readers defending the usefulness of quantitative techniques. They are definitely useful and they have been widely adopted. Which is why its important to understand their limits. […] Read More
The Problem with Factor Investing Asset Allocation & Strategy, Women in Finance Factor investing has seen a stellar rise in popularity in recent years, but Bev Durston, Managing Director of Edgehaven, says not all that glitters is gold. Read More
Survival of the fittest: How Indexing Will Save Active Management Asset Allocation & Strategy The vast inflows into passive strategies in the past few years might be exactly what the active management industry needs, Natixis’ David Lafferty says. Read More
Validating Ideas Through Strategic Partnerships Asset Allocation & Strategy, Innovation Jeffrey Scott, former Chief Investment Officer of the Alaska Permanent Fund, speaks about how strategic partnerships helped him transition from a treasury role to a CIO. Read More
Few Funds Use Academic Factors: Van Gelderen Asset Allocation & Strategy, Asset Owners, Chief Investment Officers Outgoing APG Group CIO Eduard van Gelderen says that few managers implement factors that bear any resemblance to how they are described in academic studies. Read More
How Superannuation Funds Can Play the Rating Game Asset Allocation & Strategy, MarketFox, Risk and Regulation MarketFox columnist Daniel Grioli looks at different ways to game the performance tables of rating agencies. Read More
State Super Embraces Machine Learning Asset Allocation & Strategy, Asset Owners, Innovation State Super has embraced machine learning in its investment process, making it one of the first Australian asset owners to do so. Read More
Philanthropy and Factors at MACP Asset Allocation & Strategy, Asset Owners Margaret A. Cargill Philanthropies has implemented a new framework that enables the fund to manage factors as a separate asset class. Read More
