Asset managers increasingly using derivatives, says study


Traditional fund managers are increasingly using exchange-traded equity derivatives, as their investment strategies move away from long-only strategies in favour of absolute return, portable alpha and yield enhancement.

In a study of 55 buy-side futures and options traders at a variety of hedge funds and asset-management firms, Tabb Group, a Massachusetts-based financial markets advisory firm, found that traditional long-only managers are increasingly using derivatives to enhance returns

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