Man Group’s $833 million acquisition of RMF Investment Group – with $8.5 billion of assets under management – last May created the world’s largest independent fund of hedge funds business. Collectively, it has around $11 billion of hedge fund assets under management, but this hasn’t blunted RMF’s quantitative investment philosophy, says Pierre-Yves Moix, Switzerland-based chief risk officer at RMF.
Despite well-publicised performance problems at many fund managers, RMF has maintained a
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