In this fireside chat, hear from TCorp’s CIO on his investment philosophy, market outlook, asset allocation, and the operational challenges and complexity in creating a long-term total portfolio approach.

Xi Jinping, at the 19th National Congress, declared a more activist and influential role in the world for the rising power, ending Deng Xiaoping’s so-called ‘hide and bide’ approach. What might Xi’s declaration of a new era entail?

China remains Australia’s largest export market. But questions have been raised about the efficiency with which credit generates economic activity. As the Asian giant begins a credit unwind, what impact does this have locally and globally?

Despite expectations of global growth, there is uncertainty about the effects of monetary policy normalisation across asset classes. In this environment, how should investors be thinking about the common risk and factor exposures in their portfolio?

China, Russia, and India have agreed to accept each other’s currencies for bi-lateral trade and Europe has held euro together. Is the de-dollarisation upon us, or is a US dollar revival probable, along with Federal Reserve rate rises? How should investors comprehend currencies?

Central planners can only do so much before risk pricing turns. With hawkish views, less generous liquidity provisions, rising yields, and a flattening yield curve, how should investors position their fixed interest portfolio?

The fallibility of human decision making has led asset owners to increase their reliance on quantitative methods. However, are their limitations that investors need to look out for, such as new risks or governance issues, as they allocate more and more to the machine?

In the short run, the sharemarket is mostly driven by investor sentiment causing over- and under-reactions to underlying fundamentals. But in the long run, the corporate cash flows are the drivers of returns. How does this translate to today?

Amplified by social platforms, society’s expectations are much higher than they once were and tolerance for egregious practices is much lower. How are fiduciaries allocating resources to the management of these risks?

The Product Disclosure Statement bounds an asset owner’s allocation. However, asset owners are increasingly using internal models and tactical positioning to manage betas, protect the downside and unlock alpha.

The equity risk premium remains one of the most reliable and accessible sources of returns. In an environment of depressed forward-looking returns, how should asset owners complement active and passive managers?

Investors have increased their allocation to unlisted assets. Is the historical liquidity premia confounded by capital flows, cyclical debt restructuring and maturity extensions that will be hard to replicate?

Complexity increases cost while limiting outcomes. How can asset owners address the systemic issues in an investment and governance process reliant on a single investment strategy that results in over-diversification?

Asset owners have typically broken portfolios into asset-class buckets and assigned investment managers. But a greater sophistication in understanding underlying risk factors has allowed a composition of more tailored strategies for differing member objectives.

In this fireside chat, hear from TCorp’s CIO on his investment philosophy, market outlook, asset allocation, and the operational challenges and complexity in creating a long-term total portfolio approach.

Xi Jinping, at the 19th National Congress, declared a more activist and influential role in the world for the rising power, ending Deng Xiaoping’s so-called ‘hide and bide’ approach. What might Xi’s declaration of a new era entail?

China remains Australia’s largest export market. But questions have been raised about the efficiency with which credit generates economic activity. As the Asian giant begins a credit unwind, what impact does this have locally and globally?

Despite expectations of global growth, there is uncertainty about the effects of monetary policy normalisation across asset classes. In this environment, how should investors be thinking about the common risk and factor exposures in their portfolio?

China, Russia, and India have agreed to accept each other’s currencies for bi-lateral trade and Europe has held euro together. Is the de-dollarisation upon us, or is a US dollar revival probable, along with Federal Reserve rate rises? How should investors comprehend currencies?

Central planners can only do so much before risk pricing turns. With hawkish views, less generous liquidity provisions, rising yields, and a flattening yield curve, how should investors position their fixed interest portfolio?

The fallibility of human decision making has led asset owners to increase their reliance on quantitative methods. However, are their limitations that investors need to look out for, such as new risks or governance issues, as they allocate more and more to the machine?

In the short run, the sharemarket is mostly driven by investor sentiment causing over- and under-reactions to underlying fundamentals. But in the long run, the corporate cash flows are the drivers of returns. How does this translate to today?

Amplified by social platforms, society’s expectations are much higher than they once were and tolerance for egregious practices is much lower. How are fiduciaries allocating resources to the management of these risks?

The Product Disclosure Statement bounds an asset owner’s allocation. However, asset owners are increasingly using internal models and tactical positioning to manage betas, protect the downside and unlock alpha.

The equity risk premium remains one of the most reliable and accessible sources of returns. In an environment of depressed forward-looking returns, how should asset owners complement active and passive managers?

Investors have increased their allocation to unlisted assets. Is the historical liquidity premia confounded by capital flows, cyclical debt restructuring and maturity extensions that will be hard to replicate?

Complexity increases cost while limiting outcomes. How can asset owners address the systemic issues in an investment and governance process reliant on a single investment strategy that results in over-diversification?

Asset owners have typically broken portfolios into asset-class buckets and assigned investment managers. But a greater sophistication in understanding underlying risk factors has allowed a composition of more tailored strategies for differing member objectives.