Securitisation and the Willingness to Repay Private & Alternative Markets, Women in FinanceSecuritisation was almost thrown out with the bathwater in the aftermath of the global financial crisis, as mortgage-backed securities (MBS) and collateralised debt obligations (CDO), containing sub-prime mortgages, almost brought down the financial system. But since then the securitisation market has undergone significant change, both in regulations and attitudes towards risk. And in a world […] Read More
February Didn’t Kill Crisis Alpha Private & Alternative Markets, Women in FinanceThe 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
Getting Machine Learning Back on Track Private & Alternative MarketsQuantitative portfolio manager Tony Guida felt that the discussion on machine learning and AI was heading in the wrong direction and decided to do something about it: write a book with practical applications for investors. Read More
Five percent of your Portfolio will kill off the Rest: Sicilia Asset Owners, Private & Alternative MarketsGlobalisation is changing the very fabric of society, challenging cultural norms and testing the boundaries of social cohesion. But when it came to the economy, the increasing rate of technological breakthroughs would be of greater importance than globalisation, Sam Sicilia, Chief Investment Officer at Hostplus, argued at the [i3] Investment Strategy Forum last week. “Technology […] Read More
Future Fund Replaces $14bn of Hedge Funds Asset Owners, Private & Alternative MarketsThe Future Fund has replaced two-thirds of its hedge fund managers, or $14 billion worth of assets, in a four-year overhaul of its hedge fund portfolio, in an effort to reduce beta exposure. Read More
Australia Needs to Export Tech, Not Talent: Farquhar Private & Alternative Markets, Risk and RegulationIf Australia is to maintain its standard of living, it needs to make a greater effort to build a domestic technology industry, rather than allowing its well-educated professionals to be poached by overseas companies. Scott Farquhar, co-founder and co-CEO of Atlassian, told an audience of venture capital and institutional investors in early March that Australian […] Read More
Mobiles Help Open Up Rural African Markets Private & Alternative MarketsLGT Impact Ventures sees more companies using mobile applications to create distribution networks in remote African areas, creating new opportunities to services lower and middle income people. Read More
True Equity Diversification is Hard: Block Asset Allocation & Strategy, Asset Owners, Equities, Private & Alternative MarketsDiversification is good, but what assets will truly diversify you from equity risk, Michael Block, CIO of the Australian Catholic Superannuation & Retirement Fund, asks. Read More
Looking for Liquidity in PNG Asset Allocation & Strategy, Asset Owners, Private & Alternative Markets, Risk and RegulationRunning a pension fund in Papua New Guinea comes with its own unique challenges. Managing liquidity in a mostly illiquid market is one of them, NASFund CIO David Brown says. Read More
