quantitative

Investment Strategy

Vinva hired to make Russell fund ‘cutting edge’

Russell Investments has appointed Vinva Investment Management to a multi-manager fund for its “cutting-edge” quantitative methods that seek profit as stocks rise and fall in value. Vinva’s so-called active extension strategy, which bets that certain stocks will rise in value and others will fall, gained an investment mandate from Russell’s $675-million Australian Opportunities Fund in […]
Investment Strategy

Phil Kearns has some advice (Corrected)*

This article was corrected November 11. Phil Kearns, the former Australian rugby union captain, has some advice on how a team within a corporation should work. The World Cup winner is a managing director in corporate finance at Investec Bank (Australia) Ltd..* Kearns says everyone should play the role that is required of them.
Investment Strategy

Senator Mathias Cormann speaks to Simon Mumme

Senator Mathias Cormann, Shadow Minister for Financial Services and Superannuation, speaks to Simon Mumme, Investment Magazine editor, about superannuation and the opposition’s position on the governments financial services reform. The interview took place at a recent roundtable conference on financial services in Sydney.
Hedge Funds

CalPERS to confront messy absolute return portfolio

Wilshire’s annual review of the US$190 billion CalPERS’ internal risk managed absolute return strategies (RMARS) has revealed a number of anomalies compared with its other global equity investments, including an over-reliance on quantitative tools and inadequate staff compensation incentives. In addition, an examination of the underlying investments in six of the hedge fund-offunds (hedge FoF) […]
Hedge Funds

CalPERS to confront messy absolute return portfolio

Wilshire’s annual review of the US$190 billion CalPERS’ internal risk managed absolute return strategies (RMARS) has revealed a number of anomalies compared with its other global equity investments, including an over-reliance on quantitative tools and inadequate staff compensation incentives. In addition, an examination of the underlying investments in six of the hedge fund-offunds (hedge FoF) […]
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