Hedge Funds Review editorial
Institutional investors are now the main money behind hedge funds. While expectations of absolute return have been scaled down, focus is on maximising risk adjusted returns through bespoke portfolios....
Edhec has constructed a long/short commodity strategy capturing the risk premium in commodity futures markets and that can be used to design a third generation commodity index.
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More Hedge Funds Review editorial articles
Choosing a hedge fund strategy that will perform well in 2012 is difficult. With unprecedented ambiguity about what 2012 will bring, strategies need to cope with market volatility and uncertainty.
As hedge fund performance is on the slide, fees have a bigger impact on returns. Investor dissatisfaction has returned, which may open the door to further negotiation on the standard the 2/20 fees.
Recent market volatility has revived the debate on the role of commodities in strategic and tactical asset allocation and led to an increasing recognition of the relevance of long/short strategies.
Citco expects more money to flow into the hedge fund sector in 2012 but with it comes more demanding conditions imposed by institutional investors keen to have transparency and better risk controls.
A revolution is coming in clearing, as regulations require central clearing for OTC derivatives. Market conditions mean clients are obsessed by the financial stability of clearing counterparties.
Software for hedge funds has become a multi-billion dollar business. The complexity of trading markets coupled with the increasing speed of transactions present challenges for technology providers.
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.
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