The first of these two papers provides a comprehensive review of the several thousand papers written on ESG investing and investment performance, while the second looks at downside risk reduction.
This Research Roundtable focused on the Warakirri Diversified Agriculture strategy, with senior practitioners deciding, after briefings, Q&A and debate, their individual rating for the strategy and whether to include it on a hypothetical APL and/or multi-manager portfolios. Afterwards, the meeting is truncated and published for on-demand viewing by all Forum members.
Despite widespread criticism of the efficient markets hypothesis, development of comparably broad alternatives has been lacking. One promising direction is the adaptive markets hypothesis which seeks apply the concepts and methods of ecology and evolutionary biology to financial market dynamics.
Practitioners must remain open-minded and continuously challenge their portfolio construction beliefs, techniques and tools. This session addressed three contemporary portfolio construction issues: We must use a risk-based framework for portfolio design; The value rotation has just begun; and, ESG ratings undervalue climate solutions…
If the question is how to achieve an attractive risk-adjusted return through all economic environments, then private debt is the answer. The future ain’t what it used to be - except for private debt.
Infrastructure's unique inflation hedge characteristics protect companies and investors while allowing a tailwind of asset base growth to drive long-term total returns.
Decarbonisation of the economy is the most important thematic of the next 30 years. The future ain't what it used to be! Investors can achieve net-zero portfolios without compromising returns or increasing risk by using "green shorts".
Sustainable investing is booming - and sustainable investors need to align their strategies with sustainable development ambitions. The Sustainable Development Goals provide a valuable blueprint.
Established in 2002, Strategies Conference has earned a reputation as THE portfolio construction strategies conference of the year. Back in 2020, Strategies Conference explored the idea that we were entering "a whole new world" due to Covid-19, and debated what that meant for building quality investor portfolios. Two years on, more major crises have unfolded, and the new global regime is coming into sharper focus. Times have changed! Strategies Conference 2022 will challenge and refresh your portfolio construction thinking, as we debate investment strategies to help you build better quality investor portfolios given the future ain't what it used to be!
This Research Roundtable focused on the Warakirri Global Emerging Markets strategy, with senior practitioners deciding, after briefings, Q&A and debate, their individual rating for the strategy and whether to include it on a hypothetical APL and/or multi-manager portfolios. Afterwards, the meeting is truncated and published for on-demand viewing by all Forum members.
We must take a multi-factor approach to analysing funds – including ESG, Quality, Size, amongst others – to ensure portfolios reflect the investor's longer-term philosophy and/or shorter term views.
Established in 2007, Portfolio Construction Forum Research Symposium explores contemporary investment research issues relevant to Practitioners who design, build and/or manage multi-asset, multi-manager portfolios. Presented in June and November each year, the program features academics from leading university business schools, independent consultants, and portfolio construction practitioners.
Record low interest rates have fundamentally changed the playbook for income investors. With banks withdrawing from the CRE debt market, other lenders have greater opportunity.
As governments become accustomed to spending vast sums of money and workers regain their bargaining power, the short-term inflationary pressures attributed to Covid-19 will bleed into a longer period of higher inflation.