Diversification
Index investing paper shows gap between theory and reality
Yale duo’s theories have little in common with experience of real investors
Commodity index advocates stick to their guns
Defying critics, Yale academics tout commodity investment in new paper
Emerging markets domestic focus rewards Aperios
But fund not envisaged to grow larger than $500 million
Banks find huge capital jump in FRTB impact study
QIS shows five-times increase under revised standardised approach to market risk
Basel lacks data to judge FRTB impact, critics claim
Isda AGM: Proposed trading book rules are “nuts”, says Ramambason of BNP Paribas
Trading book fears grow as rules enter home straight
Hedging threatened by treatment of liquidity and diversification, critics claim
Banks claim trading book rules will hit hedges
Regulatory measures of risk would leap 133% for some positions, warns ING
A passive play that’s here to stay
Sponsored survey: Deutsche Asset & Wealth Management
Insurers prepare for diversification benefit under Solvency II
Firms consider risk sharing arrangements and changes to product mix
Insurers warm to risk factor diversification
Insurers are rethinking their investment process in terms of risk factors
Markowitz attacks hedge fund diversification claims
Nobel prize winner Harry Markowitz says alternative investments may not deliver the diversification benefits sought by investors
Small FoHF proves experience and nimbleness produce performance
12th Annual European Fund of Hedge Funds Awards 2013
Volatility products within family office portfolio: keep it simple or minimise risk in other ways?
A well-diversified portfolio could be better for controlling risk than volatility investments, according to members of the family office industry.
Hedge funds urged to promote risk management benefits to investors
Emphasise the positive
DGAM Unique Strategies Fund: Diversified Global Asset Management (DGAM)
The DGAM Unique Strategies, named best specialist fund of hedge funds over three years at the Americas Awards 2013, seeks real diversification in complex and unusual hedge fund strategies
Risk parity outperforms 60/40 portfolios, says Aquila
Par for the course