When correlation is low, hedge fund investors are "simply wrong" to use beta
Banks and regulators face new risk culture challenges
Managers faced with a choice of how to operate funds going forward
In this white paper, Gordon Russell, Global Head of Risk at Broadridge Investment Management Solutions argues that the chances of survival in this new environment will be greater for funds that implement solutions to efficiently and cost-effectively manage data and risk.
More Investors articles
Sebi tries to exert greater control over foreign investment by tightening rules governing P-note issuance and streamlining foreign investor approval process
Seeing the bigger picture
CEO of the Cern Pension Fund Theodore Economou says pension funds should use the techniques of the best global macro hedge fund managers to control risk and volatility while producing absolute returns
Triple scoring of commodities: momentum, term structure and idiosyncratic volatility
The ability to infer daily performance from less frequently observed returns data can help hedge fund investors understand intra-month gains and losses
Responsible investing challenge
Institutional investors are set to allocate 11% more to hedge funds this year, according to a Deutsche Bank survey. Less money is flowing to FoHFs while emerging managers are in favour.
Former Brevan Howard and Trafalgar Capital hedge fund manager is recipient of first joint seed investment by NewAlpha and Woori Absolute Partners. The strategy is Asia equity long/short.
Beginning again from the end
Hedge funds remain the single largest allocation for US university endowments but an extended period of lacklustre returns is leading some in the endowment community to question their value.
Attention to due diligence
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.