Commerzbank targets Germany with second multi-manager certificate

- By Risk Staff
- 06 Nov 2000

Tweet
Facebook
LinkedIn
Save this article
Send to
Print this page

Commerzbank Securities is set to launch the second in its series of multi-manager hedge fund products, aimed at German investors. It will have a set subscription period, closing on 15 December.

COMAS-1, launched in early 2000 and issued as a certificate, was the first product to offer German investors a hedge fund-related multi-manager product.

COMAS-II will continue the same "absolute return" strategy as its predecessor but will in addition offer a currency hedge feature to minimise the effects

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to print this content. Please contact info@risk.net to find out more.

You are currently unable to copy this content. Please contact info@risk.net to find out more.

You may share this content using our article tools. Printing this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/

If you would like to purchase additional rights please email info@risk.net

You may share this content using our article tools. Copying this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/

If you would like to purchase additional rights please email info@risk.net

More on Hedge funds

Investing

JP Morgan warns hedge funds to expect intraday margin calls

US bank may demand variation margin ‘up to seven’ times a day after Archegos default

13 Jul 2021

Hedge funds

Alternative markets give edge to Florin Court strategy

By concentrating on exotic and alternative markets, Florin Court Capital Fund has sidestepped overcrowding and correlation to the main trend following commodity trading advisers, offering investors a diversified alternative to the standard systemic macro…

24 Aug 2020

Hedge funds

Global macro views combine with quantitative models to produce consistent returns

The team behind River and Mercantile Group’s global macro strategy team operates under two key principles: that macro is the most important aspect of any investment decision and that decision-making should incorporate both systematic and discretionary…

21 Apr 2020

Hedge funds

On the offensive – Seeking a new edge, buy-side invests in portfolio and risk analytics

A fast-moving, headstrong hedge fund – hit by rare losses after a black swan event touched on an overweight country exposure – ponders adding fresh quantitative expertise. Much to traders’ chagrin, the chief investment officer and chief operating officer…