Diversification
‘Required return’ framework aids hedge fund allocation decisions
Rethinking risk and return
36 South opens volatility hedge fund for US pensions
US pension funds are attracted by the low correlation to mainstream asset classes offered by 36 South's flagship fund, says its CIO. He says European funds should not ignore the US market
CTAs eye swap futures
Future of managed futures
Hedge fund managers challenged to provide investor solutions, not products
Hedge funds are under pressure to differentiate and explain their worth concludes a survey by SEI. Managers need to work with investors to find portfolio solutions rather than offer products
SkyBridge Multi-Advisor Hedge Fund Portfolios - Series G: SkyBridge Capital
Americas Awards 2012
Non-linear mixture of asset return models
Non-linear mixture of asset return models
Sponsored feature: BNY Mellon
Putting cash to work – Now and post Solvency II
Market unrest prompts caution over commodities as diversifying asset class
Diverse strategies
RBS launches multi-asset Maze note
Note links to equities, bonds, precious metals and commodities and aims to perform in a range of market conditions
Study says funds of hedge funds see limited diversification benefits
FoHFs see limited diversification benefits
Increased correlation with equities poses dividend dilemma
Ahead of the curve
Stoxx climbs onto emerging markets bandwagon
Stoxx climbs onto emerging markets bandwagon
Citi indexes offer low-cost forex exposure
Citi indexes offers low-cost forex exposure
FTSE Diversification index series as the 'way forward'
FTSE Diversification index series as the 'way forward'
Eurostoxx 50 investors 'unintentionally making a bet on financials', according to research
Tobam's analysis of financial markets diversification suggests that eurozone indexes might not be as diversified as investors believe
Prop trading restrictions already hurting liquidity, say investors
Restrictions on bank proprietary trading have caused liquidity to fall in both the cash and derivatives markets, forcing buy-side participants to adopt alternative investment strategies
Cutting edge: Visualising value-at-risk
Risk transparency is an important yet elusive goal of any risk management process. One challenge is to understand the diversification effects of the portfolio elements. Wentao Zhao and Kevin Kindall introduce a graphical technique based on value-at-risk…
CEBS consults on diversification benefits of internal models
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