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 itâs expected level of return for a given level of standard...
View ArticleSASB + 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...
View ArticleLeery 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...
View ArticleTaleb: What Size Tail Does the Smart Money Bet On?
Statistician/philosopher Nassim Nicholas Taleb critiques âbehavioralâ economics and finance as he looks at the differences between âbinary forecastsâ and âreal world payoffs,â in a recent...
View ArticleIntroducing CAIA Alternative Viewpoints
Dear Reader, Welcome to CAIA Alternative Viewpoints. For those who have been following CAIA Associationâs website, or any of our industry commentary on social media, the title âViewpointsâ should...
View ArticleA 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...
View ArticleAlternative 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...
View ArticleThe 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...
View ArticleBeyond 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...
View ArticleBiofuels 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 âbiofuel,â effective as of January 2020. So that redefinition is now in effect....
View ArticleClimate: The ‘OUR’ Between Dog and Wolf
By Bill Kelly, CEO, CAIA Association While this weekâs 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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