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
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
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
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
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
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
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
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
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
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
