Dynamic hedging strategies

A dynamic model for leveraged funds

Guido Giese derives a model for the performance and Sharpe ratio of leveraged and inverse index funds that follow a dynamic leveraged trading strategy, that is, they are rebalanced on a daily basis to ensure a constant degree of leverage with respect to…

SIP Nordic takes dynamic strategies to UK IFAs

SIP Nordic’s UK arm and RBS are bringing structured products to independent financial advisers throughout the UK, with a focus on educating them about the products and the potential benefits they bring to a portfolio. Clare Dickinson talks to managing…

Corporate statement: Rise of the clone

Focus on replication strategies has increased significantly over the course of 2009. In this article, Citi explains the practical applications of the Hybrid Absolute Return Portfolio index and how investors can benefit from using this investment strategy