Hedge Funds Review - July 2012
Articles in this issue
Research shows only 10-15 hedge funds needed for optimum portfolio diversification
Optimum diversification in hedge fund allocations
Investor and regulatory pressures continue to force change in hedge fund corporate governance
Divergent views for tricky problem
Institutional investors plan for key-man risk as hedge fund managers near retirement
Investors ponder longevity risk
RAB Special Situations Fund: RAB Capital
Back with better ideas
Investable indexes: May 2012 returns
Hedge fund performance took a hit in May as uncertainty over the eurozone continued to impact investor sentiment. CTAs took advantage of the trends created and ended the month in positive territory.
Currency hedge funds struggle with political headwinds
Hard currency
Convertible bond arbitrage looks set to revive as volatility creates opportunities
Ugly duckling beginning to be attractive
Breithorn Fund: Matterhorn Investment Management
Exploring new frontiers
Lyxor AM aims to become global asset manager through championship of hedge funds
Defying stereotypes
Cayman hedge fund structures remain dominant as Europeans move towards AIFM-compliant vehicles
Tougher times ahead for managers
Hedge fund strategies continue losses in May as market environment detrioriates
Hedge funds experienced losses across almost all strategies during May as markets fell and risk aversion worsened. A few refused to follow suit, however, and had good performance and positive inflows.