Insights

APG – Pushing the Limits of Factor Investing

Looking for Liquidity in PNG

Asset Allocation & Strategy, Asset Owners, Pacific Region, Private & Alternative Markets

Running 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.

Investing Alongside Machines

Behavioural Finance

In his new book ‘Cyborg’, Simon Russell explores how investment teams and artificial intelligence could come together. And it is not as scary as you might think it is.

Introducing the [i3] Insights Podcast

Asset Allocation & Strategy

This year we kick off with a brand new service: The [i3] Insights Podcast. Learn more about how you can access our podcasts conveniently.

Searching for the Rolls Royce of ETFs

MarketFox

MarketFox columnist Daniel Grioli is off to the United States to attend a conference on ETFs and in this article he makes the case for active managers to create high-quality, state of the art, ETFs before somebody else does.

Infrastructure: Opportunities in a crowded market

Asset Allocation & Strategy, Private & Alternative Markets

Cyril Cabanes, Head of Infrastructure investments, Asia-Pacific, CDPQ, shares his views on the Australian and Indian markets, his take on disruption and the Canadian pension fund manager’s new in-house expertise in infrastructure development and operation. With all the debate surrounding driverless cars and the future of transportation, you could almost forget driverless trains have been […]

The Curious Case of Cash

Financial Crisis, Risk and Regulation, Women in Finance

Research by Whitehelm Capital shows that some pension funds are stretching the definition of cash, adding less liquid and even credit instruments in these options. Cash is probably not the most sexy asset class in institutional investing, if you can call it an investment at all, and so you would not expect much controversy around […]

Fee Disclosure Regime will Accelerate Move to Passive

Asset Allocation & Strategy, Risk and Regulation

The new fee disclosure regime for pension funds in Australia, described in the Australian Securities and Investments Commission’s (ASIC) Regulatory Guide (RG) 97, is likely to accelerate the move to passive investment strategies as many pension funds will seek to reduce their fee level, according to asset consultant JANA. John Coombe, Executive Director at JANA, […]

Seeking Alpha in Crises

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 […]

Quants Part III – Using the Right Tools for the Job

Asset Allocation & Strategy, Factors, Quant & Systematic, MarketFox

In this final instalment on quantitative techniques, 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 […]