Harvard Business School's Dr Niall Ferguson of "The Ascent of Money" fame, discusses what he believes lies ahead - the key macro AND micro issues and what they mean for investor portfolios - to successfully navigate through the woods AND the trees...

In this Critical Issues Forum session at the 2011 PortfolioConstruction Forum Conference, Peter Elston looks at to the appropriate use of active share to measure how active an active fund manager REALLY is, before Scott Bennett re-visits the case for active management and the characteristics that can help discern skill from luck...

In this Critical Issues Forum session at the 2011 PortfolioConstruction Forum Conference, Del Stafford highlights highlights the current and emerging applications of ETFs in portfolios. Scott Burns discusses the intricacies of ETFs as they move farther away from the ETFs that typify the Australian ETF landscape...

Dr Woody Brock, Alan Brown (Schroders), Gregor Andrade (AQR Capital), Hamish Douglass (Magellan), Chris Selth (Five Oceans) and Chris Watling (Longview), discuss the key macro and micro issues we cannot of afford to lose sight of when constructing portfolios...

This Due Diligence Forum Research Paper, presented at the 2011 PortfolioConstruction Forum Conference, provides a definition of the alternatives category and a logical framework to appreciate the characteristics of these investments, and guidance as to appropriate weightings in a diversified portfolio...

This Due Diligence Forum Research Paper, presented at the 2011 PortfolioConstruction Forum Conference, argues that key attributes of infrastructure assets have led to its inclusion within portfolios and that while infrastructure can be considered separate asset class, there is a clear link to the economy...

How to define a concentrated fund and identify whether or not it is really active, whether volatility is bad - and why the focus of risk should be heavily weighted to idiosyncratic risk...

This Due Diligence Forum Research Paper, presented at the 2011 PortfolioConstruction Forum Conference, analyses the various methods and strategies which can be used to deliver outperformance in any commercial property...

The world has changed – no longer can you generate big returns in small caps from simple bottom up stock picking. This Due Diligence Forum Research Paper, presented at the 2011 PortfolioConstruction Forum Conference, argues that small cap managers must address today’s macro issues to generate tomorrow’s growth...

This Due Diligence Forum Research Paper, presented at the 2011 PortfolioConstruction Forum Conference, looks at a number of factors that must be considered when looking at offshore credit and fixed income investing...

This Due Diligence Forum Research Paper, presented at the 2011 PortfolioConstruction Forum Conference, argues that consideration should be given to adding downside protection qualities to a portfolio via an investment in a hybrid of listed and unlisted infrastructure...

This Due Diligence Forum Research Paper, presented at the 2011 PortfolioConstruction Forum Conference, explores the three most common post-retirement issues and argues that an equities allocation can be modified to provide a better balance than alternative strategies that just focus on high yielding stocks to arrive at a strategy better-suited to today’s retirees...

The allure of high cash deposit rates against current low inflation is strong - however, on a longer-term view, cash is unlikely to meet client requirements. This Due Diligence Forum Research Paper, presented at the 2011 PortfolioConstruction Forum Conference, discusses how to actively manage the trade-off between the risk and return of different asset classes in an uncertain economic environment...

This Due Diligence Forum Research Paper, presented at the 2011 PortfolioConstruction Forum Conference, highlights the knowledge needed to approach the commodities asset class, and examines macroeconomic and long-term drivers of prices within the sector...

This Due Diligence Forum Research Paper, presented at the 2011 PortfolioConstruction Forum Conference, argues that risk factors underpinning classic hedge fund trading strategies - hedge fund risk premia - are investable and can enhance portfolio construction and risk management...

This Due Diligence Forum Research Paper, presented at the 2011 Conference, argues short-duration bonds are attractive during rising interest rate periods, offering potential for inflation protection and a yield advantage over cash and other low duration assets...

This Due Diligence Forum Research Paper, presented at the 2011 PortfolioConstruction Forum Conference, examines how to boost returns on portfolios using liquid strategies available to Australian investors, and concludes with a take on asset allocation that is radically different from that practiced currently...

This Due Diligence Forum Research Paper, presented at the 2011 PortfolioConstruction Forum Conference, argues that the Australian bond market continues to provide a reliable real return with relatively low volatility, and asks 'are we deep in the woods or is there a way out?'

This Due Diligence Forum Research Paper, presented at the 2011 PortfolioConstruction Forum Conference, argues that investors must consider the merits of a “pure” direct exposure to emerging markets in their global opportunity set...

This Due Diligence Forum Research Paper, presented at the 2011 PortfolioConstruction Forum Conference, examines various equity portfolio risk strategies, such as stock-specific risk management and hedging techniques, and whether diversification is still an effective risk management tool...