Asset management
City of New York
Practitioner profile
Learning from adversity
Swedish Life Companies
Pensions
Introduction
A gilt complex
Supply and Demand
Optimal allocation to hedge funds
Lionel Martellini and Mathieu Vaissie argue that it is only by taking into account the exact nature and composition of their existing portfolio that institutional investors can maximise the benefits they can expect from investing in hedge funds. To this…
Seeking risk transfer
Insurance
Life's perilous journey
Guaranteed variable annuity products generate huge profits for US life insurers, but have left firms massively exposed to exotic equity risk. Some companies are now laying off risk via long-dated, highly structured hedges. Not everyone is convinced this…
Inflating demand
Japan inflation-linked bonds
Business continuity in financial services firms
We were reminded in 2005 that significant business disruptions continue to occur in varying forms and levels of intensity. The London bombings of July 7, the devastation caused by Hurricanes Katrina and Rita in the late summer and the New York City…
The benefits and limitations of managed accounts
academic paper
Hedge funds profit from Gazprom
eastern europe long/short
Koizumi brings New Year cheer to funds despite stampede from Livedoor
japan equity long/short
Too much power in hedge funds' hands?
city debate: hedge funds and power
Regulation through transparency
diarmuid o'hegarty