Tag Archives: Portfolio Management

Antti Ilmanen Describes a Harsh Winter for Expected Returns

AQR’s Antti Ilmanen sees three distinct investing scenarios in the future: Slow pain, fast pain, or 2008 all over again. What are investors to do? Read More

Posted in Investment Topics, News, Portfolio Management, Quantitative Methods, Risk Management | Tagged , , , , , | Leave a comment

Raised Expectations, Lowered Rates of Return

Antti Ilmanen, a principal at AQR Capital Management, says everything is expensive because interest rates are at all-time lows. Read More

Posted in Investment Topics, News, Portfolio Management, Quantitative Methods | Tagged , , , | Leave a comment

The Middle Office Strikes Back

Spectacular advances in computer-processing power, visualization methodologies, and other innovative techniques are now eroding boundaries among risk, performance, and investment decision-making professionals. Read More

Posted in Economics, News, Performance Measurement & Evaluation, Portfolio Management, Risk Management | Tagged , | 1 Comment

Thinking Like Your Clients: Goals-Based Performance Analysis

At the 2014 European Investment Conference, Stephen Campisi, CFA, head of institutional thought leadership at US Trust, presented goals-based performance analysis as a radical departure from the usual attribution approach. Read More

Posted in News, Performance Measurement & Evaluation, Speakers | Tagged , , | Leave a comment

Are Currencies a Standalone Asset Class for Investors?

Tarun Ramadorai, professor of finance economics at the Saïd Business School, argues that currencies are increasingly seen as a standalone asset class for investors to consider as they build their portfolios. Read More

Posted in Alternative Investments, News, Speakers | Tagged , , | Leave a comment

Keynes the Investor: Lessons to Be Learned

Elroy Dimson, co-director for the Centre for Endowment Asset Management at Cambridge Judge Business School, shares how John Maynard Keynes, widely regarded as a great economist, was also a very successful investor. Read More

Posted in News, Portfolio Management, Speakers | Tagged , , | 1 Comment

Fresh Perspectives for European Investors: Currency, Asset Allocation, and Risk Management

Selections from CFA Institute Conference Proceedings for investment professionals ready to challenge their investment processes, practices, and mindsets. Read More

Posted in Economics, Investment Topics, Portfolio Management, Quantitative Methods, Risk Management | Tagged , , , , | Leave a comment

Hideous Opportunity Sets and Foie Gras Markets: Observations from James Montier

James Montier combines vivid imagery with blunt commentary on investor behavior, and the markets have given him a lot to talk about. Read More

Posted in Economics, Equity Investments, Fixed Income, Investment Topics, News, Speakers | Tagged , , , , , | Leave a comment

The Fallibility of Efficient Markets Theory

Paul Woolley, a senior fellow at the London School of Economic and Political Science, neatly made the case that it’s long past time for professional investors to set aside the Efficient Market Hypothesis as the basis of most asset management strategies. Read More

Posted in Archives, Behavioral Finance, Equity Investments, Portfolio Management, Risk Management | Tagged , , | 8 Comments

Enhanced ESG Disclosure and Long-Term Investing in Europe (Video)

Steve Waygood, chief responsible investment officer at Aviva Investors, explains the European Commission’s adoption of a proposal to enhance business transparency on environmental and social issues and the implications for long-term investing. Read More

Posted in Archives, Equity Investments, Portfolio Management | Tagged , , , , , , | Comments Off on Enhanced ESG Disclosure and Long-Term Investing in Europe (Video)