A backward-looking, statistical view of risk where volatility dominates does not serve us well, writes former Schroders CIO Alan Brown.
could reap diversification benefits and higher returns from various asset
classes by combining different factors, the firm has said.Headlines
only are high-frequency traders not trading as fast as expected, they only
impact a fraction of the market, according to Abel/Noser.
Scene + Heard
Delegates at a pensions conference turn up the heat on the regulators.
As institutions slash active mandates, managers on both sides of the active versus passive argument rejoice.
Short-term uncertainties in the commodity markets have led fund managers to build up some dry powder.Headlines
A bill to be scrutinised by the Californian senate in January could lead to forced divestments for the state’s biggest investors.Headlines
With the firm in flux, a director in Russell’s UK pension solutions group is now on gardening leave.
The lack of diversity in asset management is apparent beyond gender and race, writes columnist Angelo Calvello.
Is complexity overrated? Is risk parity working? CIO asks if pensions might have been better off sticking with the old ways.