GAM takes a holistic approach to portfolio management, leveraging a system developed over 20 years and favouring smaller, more nimble hedge fund managers who react quickly to changing environments
Ron Mock, head of alternative investing at Ontario Teachers’ Pension Plan, takes over as CEO in 2014. His own hedge fund background and an emphasis on risk/return has already brought positive results...
Unlike returns and most other metrics in use in financial services, portfolio risk is not the sum of the risks of its parts. What is needed is a clear and compact system to show how risk behaves
Risk would like to invite you to join us on 14 April 2014 at 10am EST / 3pm GMT for our next FREE webinar. Joining the panel discussion will be: Moderator: Duncan Wood, Editor, RISK. Athanassios Diplas, Senior Advisor, ISDA. Barry Hadingham, Head of Derivatives and Counterparty Risk, AVIVA INVESTORS. Neil Murphy, Director, Collateral Product Management, IBM RISK ANALYTICS. Click to register.
More Diversified portfolio articles
As fund of hedge funds struggle to find a role, Franck Dargent, deputy chief executive officer and global head of business development, Amundi Alternative Investments, explains in this sponsored Q&A how Amundi has positioned itself to take a consultative,...
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
This paper expands upon "Toward Maximum Diversification", a 2008 paper by Choueifaty and Coignard (Journal of Portfolio Management 35(1), 40-51). We present new mathematical properties of the diversification ratio and most diversified portfolio (MDP),...
Welcome to the spring 2013 issue of The Journal of Investment Strategies. You will find four papers in this issue: three research papers and one in the Investment Strategy Forum section. The research papers cover topics from high-frequency trading to...
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.
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