But strategy also experiences net redemptions in Q1 2015 of nearly $2 billion
Net exposure should be smaller than long exposure, not larger, says academic
Optimal design of volatility-driven algo-alpha trading strategies
Seeking performance while at the same time increasingly needing to control risk makes smart beta thematic index approaches such as low volatility, minimum variance and risk-weighted strategies increasingly appealing to institutional investors allocating...
The weighting game
The shake-up at Citi now incorporates a new group, which will specialise in providing indexes and strategies
Demand for fixed-income dynamic interest rate strategies that combine short-term algorithms and long-term positions on interest rate futures is slowly returning
One of China's leading securities houses sees a bright future for domestic investment banks developing hedge fund-like trading businesses, once securities short-selling is further liberalised on the mainland through the establishment of a central securities...
Morgan Stanley VolNet index series dynamically goes long volatility
Factor Advisors has launched a series of ETFs which offers investors a streamlined and cost-effective approach to spread trading.
Vying for volatility
Cross-border listings through fungible depository receipts is seen as one way for corporates to diversify funding sources and promote investor interest by exploiting equity arbitrage opportunities
Structured Products Europe Awards 2010
Lionel Martellini and Mathieu Vaissie argue that it is only by taking into account the exact nature and composition of their existing portfolio that institutional investors can maximise the benefits they can expect from investing in hedge funds. To this...