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Articles tagged "Robert Boslego"


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Ted Eliopoulos is showing increasing intolerance for return-corroding fees.

CalPERS's hatchet man, Ted Eliopoulos, goes on a manager firing spree, shaving hundreds of millions in management fees -- but is it enough?

For its most recent fiscal year, the pension giant paid $1.6 billion in fees, with close to 90% of that money going to the real estate, private equity, and egregiously pricey hedge fund managers

June 23, 2015 – 3:04 PM

Eric Baggesen: What you have to ask yourself is, can you trade your way to success with $300 billion?

WSJ: CalPERS questions its own ability to execute winning trades

Candidates for the chopping block in the pension fund's strategy rethink include individual stocks and hedge funds -- and a retreat from its accustomed role as trading macher

August 12, 2014 – 4:08 PM

Robert Boslego: Commodity businesses have found that the benefits from hedging exceed the costs.

Why RIAs should hedge their fee income to stay aligned with client interests

Clients invest for the long haul and advisors have short-term revenue needs making the AUM model imperfect at best

June 11, 2014 – 5:26 PM

Michael Falk: These investment beliefs did not establish any governance or decision rights, and I have no idea what they believe after reading them.

Why some pension experts believe CalPERs got 'nothing' out of paying Towers Watson $275,000 to define its 'beliefs'

The pension giant responds by saying that 'no specific deliverables' came out of the process

January 14, 2014 – 5:07 AM

Rajeev Sharan: I function as a market ‘shock absorber’ for clients.

Two 'super RIAs' -- Aspiriant and Salient -- hire risk officers in a sign of what clients value post-2008-'09, post-Madoff

In the post-Madoff era, explicit downside is becoming more important -- and lets Aspiriant justify its $7,500 planning fee better

November 24, 2013 – 8:45 PM

Robert Boslego: We can see this 'change' for what it is -- a statement of remorse for prior freelanced investment moves.

What I learned from the CalPERS meeting in which the 10 Beliefs were unveiled -- and why I came away mystified

As a risk manager I was looking for trailblazing thinking but the bland statements of belief were quite the opposite

October 2, 2013 – 5:27 PM

Joe Nation: CalPERS typically claims a much lower unfunded liability than actually exists--precisely because it assumes a higher-than-justified investment rate of return.

A careful look into whether CalPERS is ticking along or a ticking time bomb

The $270-billion giant seems more grounded after some investing misadventures, but the unfunded-liability horse may be out of the barn

September 4, 2013 – 3:12 AM

Jim Lauder: Saying the growth in target date funds is 'largely attributable to ignorance' is another slap.

Jim Lauder rebuts RIABiz article on the failure of target date funds

By 2020, an estimated 70% of all assets in defined contribution plans could be in target date funds -- and that's a good thing, according to the author

July 31, 2013 – 5:48 AM

Robert Boslego: There is no guarantee that stocks will recover from a major loss within the time frame the retirement money is needed. [An investor] may literally die waiting for his or her portfolio to recover.

Why target date funds fail in the one area they're supposed to succeed -- downside protection

SEC recommendations about the inherent risk of target date funds are more controversial than their author's realize, says a veteran risk assessor

July 22, 2013 – 3:40 AM

Robert Boslego: RIAs should not be swayed into following The Endowment Model just because the elite universities use it.

Why the Yale endowment model has potentially calamitous pitfalls according to ... Yale itself

The endowment model's 20-year winning streak had consultants and asset managers imitating its high-risk strategies -- and then came the crash

September 21, 2012 – 4:28 AM

Robert Boslego: The endowments remain exposed to the risk of blowup during future market panics or crashes.

Why the Yale endowment model may still be fundamentally flawed

After the 2008-2009 crash, many concluded that liquidity was the problem -- but what if it's old-fashioned diversification?

June 15, 2012 – 2:44 AM

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