Risk Staff
Follow Risk
Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
'Herd mentality' stops UK pension managers swapping to hedge funds
Fear and lack of courage is preventing UK pension fund managers investing in hedge funds
Short-selling for the long term
In volatile times, managers need to look to new instruments to help gear directional positions, and contracts for difference are becoming increasingly popular
Dividends play a crucial role
Hedge fund managers who have not kept a check on dividend levels, have missed large portions of markets' total returns
Information exploitation
The managers of Griffin Capital Management's Eastern European Value fund developed a program to make the most of their research database, resulting in 140% returns since its 1997 launch
Total eclipse
A pure credit approach to Threadneedle's Crescendo Credit Fund means its returns are running to schedule
Not all American managers are wearing rose-tinted spectacles
Opinions are split on the US outlook, and how to set portfolios
Barclays Global follows currency launch with new long/short fund
small-cap long/short fund could be available by fourth QTR
Rate cuts in Canada cause unexpected trend reversals
Range bound euro and falling Canadian dollar cause hard month for forex
Measure by measure
How can the skill of analysts, who provide forecasts of corporate earnings, be accurately measured?
The next frontier
Institutional investors have largely baulked at buying into hedge funds, but research suggests a 10% to 20% allocation is appropriate
Going for gold
Pioneer Alternative Investments aims to double its assets by 2005 at the same time as investing heavily in its operational infrastructure
Satisfaction guaranteed?
There is no need to feel blinded by science when buying a product with a guarantee. The answer lies in asking the right questions
Euro managers unwilling to route directly to exchanges
german institutions least resistant to electronic trading
Liquidity-driven market rally improves fortune of long/shorts
Factors including a five-fold increase in liquidity have led to a turnaround
DRKW expands its prime brokerage services with global macro operation
new offering includes forex, fixed income and derivatives
Fixed income managers need strict downside risk discipline
Challenge for managers to 'ride the storm' as market looks unstable