Asset management
Option pricing and hedging in the presence of cross-hedge risk
Hedging portfolio risk
Combined Futures Portfolio: NuWave Investment Management
Enigma variations
Investable indexes: September 2010 returns
The September 2010 returns for investable indexes: Dow Jones/Credit Suisse Investable Indexes, Frontier Capital Multi Asset Platform Fund, Hedge Fund Research Indexes and Lyxor Alternative Index.
Global macro hedge funds seek profit amid turmoil
Shifting sands
Commodities remain an attractive asset class for many hedge funds
Mining the money
Altis Master Fund - Global Futures Portfolio: Altis Partners
Friendly systematic trader
Hedge funds continue to face challenges as investors remain cautious
Platitudes, possibilities and probability
Hedge fund managers say range of skills needed for success
What skills are most important for a hedge fund manager?
Canadian defined benefit pension schemes’ solvency deteriorates
Canadian pension plans slip back from fully funded status
Funding needs drive banks to “borrow” liquidity from insurers and pension funds
Insurers and pension funds offer banks a lower-cost solution to their funding issues
Cash variation margin requirements worry pension funds
Having to post cash as variation margin to central counterparties (CCPs) will cause substantial yield losses for pension funds that conduct liability-driven investment (LDI) strategies, according to fund managers.
Botched legal work in BT privatisation responsible for potential £23 billion pension liability for UK taxpayers
Flawed legal agreement behind landmark UK privatisation leaves UK taxpayers counting the cost
BlueCrest Ucits fund to be liquidated due to tracking error
Sources say Ucits constraints prevent the fund from properly tracking new opportunities in bonds and commodities
FSA defends "risk sensitive" Solvency II data weightings
FSA says weighting of data in SCR calculation should be driven by economic environment - and is not pro-cyclical
If everyone says we got QIS 5 wrong, then we must have got it right: van Hulle
European Commission rejects industry criticism over the calibration of QIS 5
EU council reaches compromise agreement on AIFM
The European Council has finally reached agreement on its approach to the alternative investment fund managers (AIFM) directive, paving the way for an end to negotiations and a deal on non-EU managers.
Pension Protection Fund levy to incorporate investment risk
PPF consults over basing the majority of levy payments on the level of scheme’s risk
Volatility and market turmoil continue as hedge funds consider their options
Probabilistic inference
Latest hedge fund and fund of hedge fund launches
October 2010
Investment opportunities presented by new technology cycle
New technology cycle
Chinese small cap companies offer investment opportunities
Looking at China in a different way
2010 British Virgin Islands supplement
Hedge fund ambitions