Assessing the Coronavirus Impact Economics, Editorial, Financial Crisis The world is facing a potential global pandemic as the coronavirus continues to spread rapidly outside of China. Markets have reacted violently to the news that community transmissions are taking place across Europe and the Middle East. But does history tell us anything about the impact of pandemics on markets? In this editorial, Wouter Klijn, Director of Content at [i3], explores the potential economic impact. Read More
Managing the Cycle with VFMC Asset Allocation & Strategy, Asset Owners, Chief Investment Officers, Financial Crisis VFMC has developed a new asset allocation model, in addition to its DAA model, that will help de-risk the portfolio when the likelihood of a crisis occurring rises and re-risk it in calmer weather, CIO Russell Clarke says. Read More
CalSTRS Evolves Risk Mitigation Strategy Asset Owners, Factors, Quant & Systematic, Financial Crisis, Innovation CalSTRS portfolio manager Carrie Lo looks back on how markets tested the risk mitigation model. But the US pension fund stuck with it and has now expanded the strategy, adding systematic risk premia strategies to the portfolio. Read More
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
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
Future Fund Sells Illiquids Ahead of Volatility Asset Allocation & Strategy, Asset Owners, Chief Investment Officers, Financial Crisis The Future Fund sells $5 billion in illiquid assets as it prepares for more volatility ahead. Read More
February Didn’t Kill Crisis Alpha Financial Crisis, Innovation, Private & Alternative Markets, Women in Finance The Crisis Risk Offset approach to constructing portfolios has gained some popularity in the US in recent years, but the surprising performance of trend-following strategies in February this year led some people to question the approach. Kathryn Kaminski, who coined the term crisis alpha, examines the evidence. Read More
My Lessons Learned from the GFC Financial Crisis, MarketFox, Risk and Regulation With the Global Financial Crisis now a decade behind us, MarketFox columnist Daniel Grioli shares some of the most important lessons he learned from this cataclysmic event. Read More
Theory Behind Crisis Risk Offset Makes Sense: CAIA Asset Allocation & Strategy, Financial Crisis Keith Black, who leads a team that develops the curriculum for CAIA, discusses the merits of the increasingly popular crisis risk offset strategy. Read More
![Wouter Klijn, Director of Content at the Investment Innovation Institute [i3]](https://i3-invest.com/wp-content/uploads/2018/07/Wouter-Klijn-680-679x430.jpg)
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