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
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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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...
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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