In Search of Temperament MarketFoxIf you ask some of the most well-regarded investors what it takes to become a good investor, then they often tell you it is more about temperament than any technical proficiency. In this new series, MarketFox columnist Daniel Grioli tries to demystify this illusive concept and narrow it down to a few quantifiable attributes. Read More
PKA raises Questions about Factors Asset Allocation, Factor InvestingDanish pension fund PKA was one of the first institutional investors to implement a factor-based investment approach. But the recent dismal performance of these strategies is testing the faith of the fund, Deputy CIO Michael Flycht says. Read More
February Didn’t Kill Crisis Alpha Innovation, Private & Alternative Markets, StrategyThe 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
PGGM Questions Over-diversification and Benchmarks Factor Investing, In-house management, StrategyMost asset owners are over-diversified and rely too much on market capitalisation weighted benchmarks for them to deliver optimal long term pension benefits, Dutch pension fund PGGM says. Read More
Bubble in Parts of China Tech Sector Emerging Markets, InnovationValuations of smaller Chinese technology companies are starting to look frothy, T. Rowe Price says. Read More
The Most Important Lesson of My Career MarketFoxMarketFox columnist Daniel Grioli was recently asked to address a group of applied finance students at RMIT. He decided to share with them the most important lesson of his career. Read More
In-house Management Improves Outsourcing Skills: Pearce In-house managementBringing select asset management functions in-house puts you in a better position to engage with external managers, UniSuper’s John Pearce says. Read More
Diversity Pays Off: AXA IM DiversityDiversity might actually be an investment signal. Companies with gender-diverse boards are likely to not only have higher profits than companies with less diversified boards, but are also better able to protect future profits, AXA IM says. Read More
China’s Next Digital Evolution Emerging Markets, InnovationIn his new book, Winston Ma describes the next phase of the evolution of China’s digital economy, which will see the merger of online and offline. Read More
