Videos

Investors navigating an era of climate change are demanding more data to measure the upstream and downstream climate risk and opportunities. But, how can investors use different approaches to climate data in portfolio construction to improve outcomes? We test three types of climate data to understand the circumstances in which they are a value-add to portfolio construction. Building on "decarbonization factors" research, Prof.

In a conversation with CAIA's Millissa Allen, Sara Olsen and David Pritchard of SVT Group, and Yuwei Shi of Middlebury Institute of International Studies at Monterey discuss their piece on the belief that the impact management profession will grow and decide the staying power of ESG and impact investing. Read the complete article and take the brief survey here on Portfolio for the Future.

Bill Kelly and Aaron Filbeck were joined by Rashad Kurbanov, CEO of iownit, on September 3 to discuss the recent SEC accredited investor ruling, access to private markets, and how technology can provide operational efficiency and increased transparency for investors. The discussion follows a recent blog post from Rashad on these topics.

Does the illiquidity premium really exist after fees? Can the efficient frontier really be expanded through private capital or can the same behavior be captured through highly indebted publicly traded small cap equities? Gregory Brown, Executive Director of the Kenan Institute of Private Enterprise at the University of North Carolina, and John Bowman, CFA, Senior Managing Director of the CAIA Association co-host a panel of experts that have wrestled and opined on this complex set of questions.

In Part I, Aaron Filbeck, CAIA, CFA, CIPM, Associate Director, Content Development; and Chris Hamilton, Head of Asia Ex-Japan Client Solutions, Invesco Investment Solutions, discuss Invesco’s current capital market assumptions for traditional and alternative investments, how taking a goals-based approach can better inform the investment process, and how alternative investments can be used to improve outcomes for institutions seeking to meet their return targets while managing volatility.

Insights Into Institutional Investing: Part II:  In Part II, Aaron and Chris start the discussion with a high level overview of some differences across institutional portfolios, both regionally and by type of institution. The remainder of the discussion takes a deep dive two hypothetical institutional portfolios. They find that, depending on the objective of the institutions, differing levels of alternative investments and particular sub-industries becomes very appropriate.