Risk Staff
Follow Risk
Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
Libra Europe Fund - April 2008
The Libra Europe Fund was launched in 2001. Founding partner Bruce Mee began the fund with his business partner Roberto Bogon.
Lehman Brothers - January 2008
Gunner Burkhart does not hesitate when asked what a hedge fund should look for when faced with a potentially confusing array of prime brokers, all trying to differentiate themselves.
Kilkenny Capital Management - December 2006
Kilkenny Capital Management has been making healthy returns out of the biotechnology sector for more than a decade.
HSBC Republic’s GH Fund - June 2006
GH Fund’s managers and investors have not suffered from the law of diminishing returns as HSBC Republic’s GH Fund has grown to $1.3 billion.
Highway Insurance pension fund - May 2006
Most hedge funds are delighted to announce 5%-10% pension allocations. Schroders, on the other hand, won Highway Insurance’s full pension pot.
Global Maritime Investments - September 2007
M2M has made quite a splash in its first year with its Global Maritime Investments shipping hedge fund, making 31% and raising $111m in barely 10 months.
GAM Frontier Opportunities Equity Hedge (USD) - July 2008
GAM Frontier Opportunities Equity Hedge aims to deliver capital appreciation by investing in companies listed in the frontier emerging markets or those with significant exposures to the frontier economies. The fund invests primarily (80%-100%) in the…
Frontier Capital Management - February 2008
Frontier Capital Management’s Michael Azlen is not just a self-confessed alpha sceptic, he is also a sceptic armed with a plethora of statistics to support his stance on why the majority of managers in traditional asset classes do not provide alpha and…
FRM Credit Alpha - December 2007
FRM launched into the permanent capital sphere with an in-house product, FRM Credit Alpha, in April, a month which may to some sound a somewhat ominous time to have raised capital for a credit strategy.
Fitzwilliam Commodity Plus Fund - July 2008
BDO Stoy Hayward Investment Management believes it has a forward-thinking approach. This is displayed in its compelling macro and micro case for allocating to commodities via a diversified fund of hedge fund (FoHF) format.
Financial Risk Management - December 2007
Financial Risk Management’s Blaine Tomlinson has been ahead of the curve in hedge funds for almost as long as the curve itself has existed.
Ermitage - September 2007
Jersey’s Ermitage has made a name for itself investing in leading managers, finding and mixing them to avoid the worst of market downturns goes far further than a good contact book.
EnTrust Capital - May 2007
ENtrust Capital’s equities fund has been turning a profit for over eight years by sticking to what it knows best.
Copernico Latin American Strategic Fund - October 2006
Copernico is among South America’s better-known hedge funds.
City Capital Corporation - April 2007
3C has an interesting range of funds and is launching into another based on options and futures trading, so bringing its investors returns from private equity through to a Japanese product focused on the China growth story.
Aspect Capital - November 2006
Aspect Capital has been enjoying the fruits of its founders’ foresight back in 1997 when, as Anthony Todd, chief executive officer explains, those who started the London-based equities and managed futures house saw “the beginnings of significant interest…
Special Report: Energy-intensive corporations
The impact of fuel costs on the bottom line of energy-intensive companies has grown steadily over recent years, but when the price of crude oil spiked to $147 a barrel in mid-July, even the world’s largest industrial corporations began to feel the pinch.
Market focus
Northern Europe’s power generation fleet is set to undergo drastic changes going into the next decade due to regulation and retirements. Point Carbon analysts Paulo Homen Cristo and Mauricio Bermudez-Neubauer outline the potential impacts these factors…
Calibrating trees to the market prices of options
How trinomial trees can be used to calibrate a local volatility model tothe market prices of average price options. By Jim Clark, Les Clewlowand Chris Strickland
Where to now?
Is risk management improving? Are thegas markets safe? Where are oil pricesgoing? Respondents give their opinionsin a survey conducted at Energy RiskUSA. Katie Holliday reports
Grabbing new business
Global exchanges are vying for a largerslice of the growing OTC market, just asincreasing US market regulation couldpush business towards regional exchanges.Catherine Lacoursière reports
The price isn’t right
Shifting European power marketstructures and fundamentalsmake price risk management formajor consumers a real challenge.Noreen Guy and Damien Coxexamine the most effectiveprocurement strategies
Energy Risk’s Asia Awards 2008
The emerging and often illiquid nature of some of Asia’s energy markets has made them a challenging environment in which to work during the credit crunch. Despite this, there are some impressive success stories. Our Asia Awards honour seven companies…