Insights - Page 11 of 36 - Investment Innovation Institute

If You Can’t Stand the Heat…

2019 – Year in Review

Editorial

Which articles do you think were most read during the year? The answer might surprise you.

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.

It’s Time to Sin a Little

Equities, Factors, Quant & Systematic

AQR has always questioned the merits of factor timing, stating it is too difficult to do consistently well. But valuations have now become so irrational that even they believe a skew towards value is warranted. It is time to sin a little.

Real Estate Profile – TelstraSuper

Asset Owners, Real Estate, Women in Finance

With an older member base, TelstraSuper can’t rely on inflows to fund new real estate purchases. “I have to sell something to buy something, so I need to be very disciplined,” says Head of Real Assets Miriam Patterson.

Life-cycle, Annuities Less Relevant For Cbus

Asset Owners, Retirement

The unique characteristics of Cbus members make life-cycle and annuity strategies less attractive to them, the pension fund’s chief executive said at the inaugural [i3] Pensions Portfolio Forum.

In Search of True Factors

Factors, Quant & Systematic

Determining the true expression of a factor is difficult, but a factor should give an investor something that traditional asset classes don’t, Janus Henderson’s David Elms says.

Editorial – Unsolvable Problems

Behavioural Finance, Editorial

In mathematics there are problems that can be expressed but not solved. Do financial markets represent such problems?

NZ Super adds Commodity Tilting

Asset Allocation & Strategy, Asset Owners, Innovation

New Zealand Super’s strategic tilting program has added significant value to its portfolio and now it is ready to add a new asset class to its framework.

Buying into Disruption with Data Centres

Real Estate

Digital disruption is not just a challenge, but also an opportunity. Real estate firm Actis is playing into this dynamic with the development of large data centres in China, South Korea and potentially India.