Luncheon: Capacity Analysis for Equity Funds
Investors know from experience that exceeding the limitations of an equity strategy’s capacity will ultimately destroy much of the generated alpha. But when constraints are put in place, whether they are hard or soft closes, the limitations are often rather fluid in nature. At this luncheon, Geoff Warren, Associate Professor at the Australian National University, […]
Global Investment Strategy Forum 2018
Is this time different? The dragonfly is often represented as an agent of change, with its agility reflected in its ability to move comfortably on land, water or air. That symbol of change is further reflected in the search for a deeper meaning “beyond the surface”, as exemplified by the insect’s scurrying flight across the […]
FICC (Fixed Income, Credit, Currency) Forum 2018
With yields at record lows in recent years, sovereign bonds seem to have been considered the ugly ducklings of the fixed income market. At the same time, corporate debt issuance, especially high-yield debt, has exploded since 2009. Some of which has found their way into exchange traded fund vehicles, creating the illusion of daily liquidity. […]
Christmas Reception 2018
As a wrap-up to a busy year, the Investment Innovation Institute [i3] is pleased to host the annual Christmas Drinks for members, clients and friends. This is an opportune time to relax and catch-up with peers as well as reflect and celebrate the year’s achievements.