Absolute return
Podcast: Jan Rosenzweig on fat tails and LDI portfolios
An optimised portfolio can look very different when extreme moves are given more weight
Don’t blame CCPs’ models for Covid margin spikes – WFE
Lobby group counters popular view that tools could ease procyclicality; puts focus on liquidity management
Ties between banks and non-banks at pre-crisis levels – FSB
Other financial intermediaries grow share of total financial assets to 30.5% in 2017
VAR breaches push NatWest Markets’ RWAs higher
Turbulence in rates behind higher market risk charges
Modelling the tweetstorm? Political risks vex EM funds
Digital fusillades have heightened the risks facing emerging market investors
La Française finds success in focus on quantitative premia and credit strategies
Launching a hedge fund business in February 2013 may have seemed an unusual move at the time, but for the co-founders of La Française Investment Solutions (LFIS) it has proved a logical and successful one
Quant funds look past the obvious for uses of alternative data
Many systematic investors are sceptical but a few are finding ways to make new data work
Sberbank: doubts over courts hamper netting in Russia
Unpredictable decisions undermining faith in close-out netting opinion, says Russian bank
Commodity broker of the year: OTC Global Holdings
Energy Risk Awards 2017: OTC Global Holdings expands and penetrates
FRTB data pooling crawls into action
Dealers voice concerns on data pooling as industry initiative to model risk factors faces significant challenges
New frontiers in investment strategies – Combatting the low interest rate environment
Sponsored feature: Standard Life
JP Morgan expects dispersion of hedge fund returns to increase
Historical composite data unreliable for extrapolating returns
Smart due diligence – Think ahead, plan accordingly
Sponsored Q&A: Amundi Alternative Investments
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
An easy-to-hedge covariance swap
An easy-to-hedge covariance swap
Deutsche Bank and SCM announce first ETF of ETFs to be listed in the UK
db-X trackers and SCM have partnered to list an actively managed exchange-traded fund that provides exposure to a selection of Deutsche Bank ETFs and ETCs
Gottex Absolute Return (Ucits) Fund: Gottex Fund Management
Tenth European Fund of Hedge Funds Awards 2011
Corporate statement: Rise of the clone
Focus on replication strategies has increased significantly over the course of 2009. In this article, Citi explains the practical applications of the Hybrid Absolute Return Portfolio index and how investors can benefit from using this investment strategy