Rising long-term interest rates have left an unexpected bad taste in UK non-life insurers’ mouths. Insurers are adjusting to the new market conditions and high volatility, and are shortening the duration...
In this sponsored Q&A, François Bocqueraz talks about his experiences conducting operational due diligence and manager selection for Amundi Alternative Investments, focusing on the changes the Alternative...
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
Insurance Risk and BNY Mellon have conducted a survey to look at how insurance companies are preparing for the new regime and the opportunities and challenges that the changes will bring.
More Absolute return articles
Covariance swaps that track the covariance of assets can be difficult to hedge because there is no known static replication formula, unlike the case for variance swaps. However, in the case of swaps measuring the covariance between the absolute returns...
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
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...
Investment banks are making use of their quantitative expertise and client knowledge to innovate algorithmic strategies that rival products typically offered by hedge funds. Shane Edwards, head of pricing & structuring at RBS Global Banking & Markets...
This paper discusses a number of diverse considerations that risk managers need to incorporate into their thought processes and recurring procedures if they are to fulfill their role more effectively in the future
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