Publications

PUBLICATIONS

· Big Data, Artificial Intelligence and the Art of Investing, Business Times Op-Ed, Mar 2018.

· The Multi-asset Manager Meets the Money, Business Times Op-Ed, Feb 2018.

· Implementing an Integrated Multi-Dimensional Risk Architecture, GIC Working Paper, Oct 2017.

· Portfolio Implications of Economic Variables, Temasek Working Paper, Feb 2017.

· Investing in Emerging Markets - A Multi-asset Approach, Towers Watson working paper, Feb 2015.

· An Alternative Method to Define Risk and Risk Premium in Multi-asset Allocation decisions, SSRN Paper, Oct 2014.

· Using Risk Management to Improve Investment Performance, Nile Capital Group Working Paper, Sep 2014.

· Where Should Active Asian Equity Strategies Focus: Stock Selection or Asset Allocation? SSRN Paper, Jul 2014.

· Fund Performance, Asset Growth and the Task of Capital Allocators, Nile Capital Group Working Paper, Jun 2014.

· Evolving the Investment Framework for Private Wealth Investment Management, CFA Working Paper, Apr 2014.

· Specifying & Managing Tail Risk in Multi-Asset Portfolios, CFA Inst Research Foundation Year in Review, Mar 2014

· Regime Adaptive Risk Based Allocation, Lombard Odier working paper, Aug 2013.

· Specifying and Managing Tail Risk in Portfolios, SSRN Working Paper, July 2013.

· Rethinking the Asset Allocation Approach for Plan Sponsors, SSRN working paper, Jan 2013.

· Revisiting the Approach to investing in Global Equities, Lombard Odier working paper, Jul 2012.

· Are We There Yet? , ING Outlook 2012 Conference, Hong Kong, Nov 2011.

· A Bubble is not a bubble till it’s a Bull Market, ING Outlook 2011 Conference, Hong Kong, Nov 2010.

· Minimum variance Strategies – concepts and prospects, ING working paper, Aug 2010.

· Creating an optimal portfolio of hedge funds, SAIL working paper, Jun 2009.

· The active-passive debate, ING working paper, Apr 2009.

· Impact of manager compensation on portfolio risk and return, SSRN working paper, Nov 2007.

· Skill based investment management, Journal of Investment Management, Q1 2006.

· From skill based to solution based investment management, SSRN working paper, Oct 2005.

· Risk management in a multi-strategy framework, SSRN working paper, Sep 2005.

· Alpha and beta in an exposure based framework, SSRN working paper, Aug 2005.

· Corporate mergers and acquisitions, ICFAI Chartered Financial Analysts Journal, Dec 1992.

· Risk adjusted return measures, & the viability of various instruments in capital structure decisions, ANZ Bank, Jun 1992.

PRESENTATIONS

· Multi-Asset Investing, Asset Owner Series Author Livestream Event, CFA Society New York, New York, Oct 2017.

· Investing in a High Risk, Low Return Environment, Asia Risk Congress, Singapore, Sep 2017.

· Smart Beta, Goldman Sachs Investor Conference, Singapore, Sep 2017.

· Multi-Asset Investing in Asia, Asia Asset Management CIO Roundtable, Singapore, June 2017.

· Gap between Theory & Practice – Realities of Portfolio Management, HKUST Business School, Hong Kong, Feb 2014.

· Put on your seatbelt, and stay the course, Directors Symposium, Hong Kong Institute of Directors, Sep 2013.

· The Elephant and the Dragon: India vs China, Asia Global Dialogue Conference, Hong Kong, June 2012.

· Rethinking the allocation to Asia in a global portfolio, Shorex Wealth Management Summit, Singapore, May 2012.

· Managing Assets in Turbulent Times, CFA India Conference, Mumbai, Jan 2012

· The Evolution and Future of Indexing in Asia, ETF and Indexing Summit Asia 2011, Hong Kong, Aug 2011

· Implications of the Internationalisation of the RMB, BBH Launch Event, Hong Kong, Jun 2011.

· Asset Allocation in the New Paradigm, ING 4th Annual Asian Investor Conference, Hong Kong, May 2011.

· Quantitative Strategies in the new Macro-Economic Environment, Quant Invest Asia, Singapore, May 2011.

· Using ETFs as an integral part of Strategic Asset Allocation, Asian ETF Investors Summit, Singapore, Apr 2011.

· Country vs. Sector allocation, Asset Allocation Summit Asia, Hong Kong, Mar 2011.

· Asset allocation and diversification: panel discussion, Asian Insurance Forum, Macau, Oct 2010.

· Determinants of the future of the alternative investment industry, APAC Investment Forum, Singapore, Oct 2010.

· Effective Decisions in Portfolio Management, Financial Times - Future of Institutional Investing, Hong Kong, Sep 2010.

· Investment & Risk in emerging markets – the good, the bad and the ugly, ING Investment Seminar, London, Sep 2010.

· Alternative Investments-Should they still exist?, International Fund Forum, Amsterdam, Feb 2009.

· The Credit Crunch and Asset Allocation, Hedge 2008, London, Oct 2008.

· Alpha & Beta in Institutional Portfolios, Hedge Fund Replication & Alternative Beta, New York, Sep 2008.

· Quant Breakdown and Recovery, GAIM International 2008, Monaco, Jun 2008.

· The Relationship between Risk and Cost of Alpha, Hedge Fund World Middle East, Dubai, Mar 2008

· Institutional Investor Closed Door Discussion, Institutional Investor Congress, Vienna, Feb 2008.

· Portfolio Risk, Gaim-Invest Switzerland, Geneva, Dec 2007.

· Impact of Manager Compensation on Portfolio Alpha, Quant Invest 2007, London, Nov 2007.

· How to determine Alpha in various Investment Strategies, Alpha Max 2007, Lisbon, May 2007.

· The Cost of Alpha, Asset Allocation Summit, Hong Kong, Nov 2006.

· Generating Alpha in any Market Condition, Asset Allocation Summit, Sydney, Feb 2006.

· Are Hedge Funds Alpha Generators, Hedge Pensions Club, Munich, Sep 2006.

· Risk Management in a multi-strategy Portfolio, CFA Institute Risk Conference, New York, Mar 2006.

· Separating Alpha/Beta to Enhance Portfolio Returns, Strategic Research Institute, Princeton, Jan 2006.

· The Evolution of Asset Allocation Best Practise, Asset Allocation Summit, Hong Kong, Nov 2005.

· Transaction Costs & Institutional Trading, Inquire Annual Conference, Barcelona, Oct 2003.

· Emerging Markets – In my opinion, The Business Times Singapore, May 1996.