The latest
Research

A Framework for Examining Asset Allocation Alpha

Recognising that different asset allocation portfolios are suitable for investors with different needs, Jason Hsu and Omid Shakernia think it is probably too ambitious to establish a unifying structure for determining benchmark asset allocation portfolios. Instead, they propose a framework for thinking about asset allocation alpha, assuming that investors have suitably determined their asset allocation policy portfolio. And the framework is: […]
STAFF WRITERMarch 20, 2013
Video

Maverick Series video – Gonski part IV

A Chinese proverb says “women hold up half the sky” and, while Australia may have been among one of the first nations to implement universal suffrage, glass ceilings can still be a hazard for professional women in this day and age. See what Future Fund chair David Gonski has to say on equal representation on super […]
STAFF WRITERMarch 1, 2013
Research

A healthier way to de-risk

Defined-benefit funds all over the world are focused on de-risking but the amount of innovation and players to meet this demand is wanting. Until now. A new report by the Pensions Institute at the Cass Business School examines the emergence of medically enhanced, underwritten or enhanced, bulk buy-ins, in which trustees buy a bulk annuity […]
STAFF WRITERFebruary 15, 2013
Video

Maverick Series video: Gonski part II

Want to know what chairman of the Future Fund, David Gonski, thinks about governance? So did we, so we interviewed him. See how Gonski approaches his role as chairman of one of Australia’s largest funds in the second part of our Maverick Series video.
STAFF WRITERFebruary 13, 2013
Video

Maverick Series video: Gonski part I

In the first of a new series of video interviews featuring thought leaders in global institutional investment, chair of the $80 billion Australian Future Fund, David Gonski, outlines his views on governance.
STAFF WRITERFebruary 8, 2013
Research

Raising ESG ratings with improved returns

While environmental, social and governance factors may be all the rage in investment strategies, the right tools to measure results of their implementation would make tangible what skeptics might think are the emperor’s new clothes. Cue researchers Zoltán Nagy, Doug Cogan and Dan Sinnreich from MSCI with their December 2012 paper, Optimizing ESG Risk Factors […]
STAFF WRITERJanuary 30, 2013
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