Episode 52: Northern Trust AM’s Michael Hunstad Equities Michael Hunstad is Head of Quantitative Research for Northern Trust Asset Management. Michael and his team have produced a report which analyses risk in more than 200 portfolios and over a 1,000 equity strategies over a period of four years. They found that there are six drivers of unintended outcomes in portfolios, including uncompensated risk […] Read More
Episode 51: MMT’s Bill Mitchell Fixed Income Professor Bill Mitchell is one of the key figures behind the Modern Monetary Theory, a term he coined himself. We talk to Professor Mitchell about the impact of the pandemic on economies, what can be done about the sky-high unemployment rates and why ultimately unemployment is a political choice. Overview of Podcast with Bill Mitchell, […] Read More
Episode 50: PRI’s Nathan Fabian Governance Nathan Fabian is Chief Responsible Investment Officer with the Principles for Responsible Investment (PRI). The PRI believes that financial markets today have not adequately priced-in the likely near-term policy response to climate change. In this podcast, we talk about the release of the Inevitable Policy Response, a project that aims to prepare investors for the […] Read More
Episode 49: BlackRock’s Stephen Laipply Fixed Income In Episode 49 of the [i3] Podcast, we speak with Stephen Laipply, US Head of iShares Fixed Income ETFs for BlackRock. We discuss how fixed income exchange traded funds (ETFs) fared during March and April of this year, when many bond markets froze due the global pandemic. We talk about price discovery in listed and […] Read More
Episode 48: Research Affiliate’s Rob Arnott Factor Investing Rob Arnott is the founder and Chairman of Research Affiliates. In January, he published a paper that looked into the question of why the value premium hasn’t worked for the last decade, called ‘Reports of Value’s Death May Be Greatly Exaggerated‘. In this interview, we talk about the paper, how the current downturn due to […] Read More
Episode 47: Pinebridge’s Michael Kelly Asset Allocation Multi-manager firm Pinebridge Investments is a partner of Australian pension fund SunSuper and was given the task to write a research paper on how it decided to go active or passive in a particular market. Michael Kelly is Global Head of Multi-Asset at Pinebridge and takes us through the research paper. He also talks about […] Read More
Episode 46: TCorp’s Stewart Brentnall Asset Allocation Stewart Brentnall is the Chief Investment Officer of Tcorp, the asset management arm of NSW. In this interview, we discuss the fund’s move towards a total portfolio approach, how TCorp views partnerships with fund managers and his thoughts on the Canadian Model. Overview of podcast with Stewart Brentnall: 2:00 Getting started in investing. 2:40 My […] Read More
Episode 45: JP Morgan’s Bob Michele Fixed Income Bob Michele is Chief Investment Officer and Head of the Global Fixed Income, Currency & Commodities Group at JP Morgan. At the end of every year, Bob writes a tongue-in-cheek blog post, handing out awards to various fixed income asset classes and events. In this podcast, we discuss his post and we talk about yield […] Read More
Episode 44: Intech’s Adrian Banner Factor Investing Adrian Banner is Chief Executive Officer and Chief Investment Officer at Intech Investment Management, a Janus Henderson business. Adrian is also a former maths lecturer at Princeton University, author of the book “The Calculus Lifesaver” and last but not least a recorded musician, playing piano. In this podcast, we talk about the importance of rebalancing, […] Read More
