The latest statistical information on top performing FoHFs and hedge funds running arbitrage, relative value, distressed debt, event driven, fixed income, global macro and long/short equity strategies...
For several years leading up to the outbreak of the financial crisis, growth in the use of arbitrage collateralized debt obligations (CDOs) was explosive. In this paper, we discuss potential sources of...
Farid AitSahlia Warrington College of Business Administration, University of Florida The global financial crisis of 2007-8 illustrated the shortcomings of several modeling approaches in a dramatic fashion....
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.
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BlueMountain Capital Management, winner of best arbitrage fund in the Americas Awards 2013, pulled off some of the most high-profile credit trades of 2012
Interview with Eric Hermitte, co-head of volatility and convertible bonds at Amundi AM, about the Absolute Volatility Arbitrage Plus fund, winner of best volatility hedge fund in the 2013 awards
Interview with Steve Jacobs, CEO of BTG Pactual Global Asset Management about the Global Emerging Markets & Macro Fund, winner of best global macro hedge fund in the European Single Manager Awards 2013
Eric Pellicciaro, the former head of global rates investments at BlackRock, will manage a global macro portfolio for Mariner’s newly launched incubation fund
Despite performance gains by developed Europe-focused funds, investor flows have been persistently negative. Convertible arbitrage strategies continue to outperform the hedge fund aggregate
Independent commodity asset manager Diapason Commodities Management is launching a hedge fund trading spreads between commodity future contracts using a proprietary model of the refining industry.
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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