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Simpler Rules for Commodity Pools

The Commodity Futures Trading Commission has changed the rules for the managers of commodity pools. The new regulations, approved in November and published in the Federal Register for Dec. 10, take...

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How Expensive Are ESG Stocks?

By Nicolas Rabener, FactorResearch (@FactorResearch) INTRODUCTION Europeans seem far more focused on the environment than Americans, which might be considered unusual given that both share an interest...

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Hedge Fund Investors Respond to the Turning of the Business Cycle

It is reasonable to expect that a diversified hedge fund portfolio will make more modest returns in 2020 than it did in 2019, according to Agecroft Partners, which has done its usual January...

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Icahn, HP and Xerox: The Story Remains the Same

A long-running drama continues over Xerox’ desire to buy HP. Xerox upped the ante early in the new year, announcing that it has secured binding financing commitments in the amount of $24 million. The...

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An Alternative View of Manager Selection Risk

By Aaron Filbeck, CFA, CAIA, CIPM & Hossein Kazemi, PhD, CFA, CAIA Association & CISDM This is a summary of the editor’s letter originally published in the Volume 8, Issue 4 of the...

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Fossil Fuel: Divestment By the Numbers

Bill Gates, the founder of Microsoft and one of the world’s wealthiest humans, attracted a good deal of attention last fall by saying, “Divestment, to date, probably has reduced about zero tons of...

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ESG: Why the Ratings Diverge

A recent MIT Sloan research paper looks at the degree to which various environmental, social, and governance (ESG) ratings diverge and why. The paper is the work of Florian Berg and Roberto Rigobon,...

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Hope May Not Be a Strategy…But Neither is a 60/40

By Guest Contributor Aaron Filbeck, CFA, CAIA, CIPM, Associate Director, Content Development The death of the 60/40 may be a welcome change for multi-asset investors who understand that exposure to...

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False Positives and Machine Learning

There is a high rate of failure among quant funds. These include smart beta, factor investing, statistical arbitrage, and CTAs. Such false positive strategies are a widespread industry problem. Since...

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CAIA Alternative Viewpoint: Risk Parity

Mean variance optimization (MVO) is a simple, yet well-regarded asset allocation technique designed to create a portfolio that maximizes it’s expected level of return for a given level of standard...

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SASB + TCFD = Common ESG Disclosure Standards?

The Sustainability Accounting Standards Board (SASB), a non-profit organization has developed industry-specific standards across environmental, social, and governance topics, working toward a consensus...

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Leery Funk’s Open Letter to Sovereign Leaders

By Bill Kelly, CAIA Association CEO In the interest of brevity, I am going to skip the salutation and get right to the heart of the matter. As my name implies, I am Leery of the lofty promises that...

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Taleb: What Size Tail Does the Smart Money Bet On?

Statistician/philosopher Nassim Nicholas Taleb critiques “behavioral” economics and finance as he looks at the differences between “binary forecasts” and “real world payoffs,” in a recent...

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Introducing CAIA Alternative Viewpoints

Dear Reader, Welcome to CAIA Alternative Viewpoints. For those who have been following CAIA Association’s website, or any of our industry commentary on social media, the title “Viewpoints” should...

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A Conversation with the Institute of Business Ethics

By Keith Black, PhD, CFA, CAIA, FDP | Managing Director, Content Strategy at CAIA Association Recently, CAIA Association sat down for a conversation with Guen Donde, the Head of Research for the...

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Alternative Data: A Road to Alpha

Investment management firms are increasingly hard-pressed to hedge away risks, increase alpha, and lower costs: a daunting agenda. One way of going about that is by knowing what is going on in the...

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The Case for ESG as a Performance Additive

Sustainability-sensitive investing has a net positive impact on performance, according to a paper released by Robeco. According to the paper written by Chris Berkouwer, a Robeco equity analyst, ESG was...

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Beyond the Meat; Beyond the Traditional

By Aaron Filbeck, CFA, CAIA, CIPM, Associate Director, Content Development at CAIA Association Building the Burger I love when our industry uses analogies to describe investment concepts, so I must...

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Biofuels and Deforestation: A CSR/ESG Cautionary Tale

The Republic of France, in March 2019, decided that it would no longer consider fuel made from palm oil to be a “biofuel,” effective as of January 2020. So that  redefinition is now in effect....

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Climate: The ‘OUR’ Between Dog and Wolf

By Bill Kelly, CEO, CAIA Association While this week’s post may harken to a certain book written by John Coates, there is a different play on the metaphor at work here, with our wheezing planet...

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