Risk most dispersed, but most extreme, in macro funds
Heightened lapse risk ends 20-year "romance" with hedge funds, says Nordea Life & Pensions CIO
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
GZC’s Elbhar rode oil spread trade to 40% annual return in 2015
But growth strong in private equity and real estate
Prime brokers proposing to guarantee the performance of clients’ trades
This paper examines the network of communication practices among hedge fund managers.
Quant funds doing a better job interpreting drivers of rates and currency markets
Concentration on largest holdings has grown but average holding size has shrunk
This paper investigates a sample of 142 live hedge funds via a DEA sensitivity analysis using a super-efficiency model.
As ranks of commodity funds thin, survivors say investor interest is starting to pick up
Alexander Passow presents a portfolio performance measure that combines the omega measure with Johnson distributions
Hit film will allow more people to have an informed dialogue on regulation, free markets, finance and opportunity
Europe, Australasia, Far East drove long/short fund returns in 2015
Citadel’s hedge funds dodged the Swiss franc’s surge and made money during the Greek debt crisis
This paper identifies a number of structural inefficiencies in the US small-cap equity market that may be exploited to generate alpha.
Best European funds of hedge funds announced
Increase in notionals among US hedge funds bucks trend seen globally
The latest statistical information on top-performing FoHFs and hedge funds
Conservative managers have become more attractive for investors
Not uncommon to find companies fabricating accounting statements in China