Managers with requisite scale have beaten S&P 500 since 2007
Bank of America and Citi likely to be in the second wave of banks
Asness, Cooperman and Robertson respond to pension giant’s hedge fund pullout
This webinar looks at the current state of enterprise stress testing and unveils findings of a new study on Enterprise-level Stress Testing (one of several research papers in Chartis' The Risk Enabled Enterprise ® research program)
More Hedge funds articles
Some accounts given more winning trades than others, says senior regulator
Lack of long track record may deter investors
Ukrainian situation could cause "Lehman-style shock"
Market divided over whether long-only mangers can access China via the initiative
Fears relationship between credit indexes and constituents becoming more tenuous
Indexes may be less effective hedges in absence of arbitrageurs
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.