The Problem with Size Risk and RegulationAs sovereign wealth funds grow, their governance structure needs to be strengthened, but any change comes with its own set of risks, Dr Sung Cheng Chih, former Chief Risk Officer of GIC, says in an interview with [i3] Insights. Read More
The Changing Face of ESG ESGCAER Chief Executive Officer Julia Leske speaks with [i3] Insights about the changes she has seen in attitudes towards ESG issues over the 10 years she has been with the ESG research firm. Read More
The Potential Pinch of the Royal Commission Economics, Risk and RegulationIf one of the outcomes of the Royal Commission is for Australian banks to be required to strengthen their lending standards, it could cause housing credit growth to slow significantly, perhaps resulting in a credit crunch, Whitehelm Capital says Read More
What Trait Psychology Tells Us about Factor Investing – Part II Behavioural Finance, MarketFoxDo factors have explanatory power in investment returns or are they merely descriptive? This is an important difference because the first characteristic would give them predictive powers, while the second would merely reflect past performance. In this second part on trait psychology, MarketFox columnist Daniel Grioli looks for clues in criticism of this branch of psychology. Read More
Does Factor Investing Work in Private Markets? Factor InvestingBlackRock’s Andrew Ang believes that ultimately all investment returns can be explained by factors. But you would be wrong to think this means you can package each asset class neatly up into an exchange-traded fund. Read More
HK Shows Careful Optimism on Annuities Factor InvestingThis month the Hong Kong Mortgage Corporation will launch lifetime annuities for retirees. Schroders took the pulse of Hong Kong’s residents to see how enthusiastic they are about these products. Read More
It is Time to Move Beyond ESG Asset Allocation, ESGLouise Lew from Willis Towers Watson and Ken Liow from Obsidian Capital argue that looking at ESG risks in isolation might make your portfolio vulnerable to unintended risks. Read More
Is Mean Reversion Dead? Economics, Public MarketsIn the current climate, mean-reversion doesn’t seem to work as it should, but is it dead? We ask global macro investor Brian Singer. Read More
What Trait Psychology Tells Us about Factor Investing Factor Investing, MarketFoxMarketFox columnist Daniel Grioli looks at the similarities in statistical methods between trait psychology and factor investing, and considers what this might tell us about our investment framework. Read More
