Hedge funds
Ex-Barclays fixed income head builds commodity hedge fund
Lamorre-Cargill seeks to entice investors back to commodities with Argon
Securitisation losses rattle peer-to-peer lenders
Marketplace lending hit by downgrades, legal worries and questions over structure of deals
Hedge fund H2O suffers $160m loss after Brexit shock
UK-based firm’s four macro funds hit by equity index and sovereign debt losses
‘Lottery ticket’ call options saw big losses on Brexit
Emerging market trades dropped more than 80% after 'leave' vote
Analysing exposure and risk in the 30 largest hedge funds
Risk most dispersed, but most extreme, in macro funds
Nordea cutting alternatives after shift to unit-linked products
Heightened lapse risk ends 20-year "romance" with hedge funds, says Nordea Life & Pensions CIO
Ex-Citi oil options head enjoys the hedge fund life
GZC’s Elbhar rode oil spread trade to 40% annual return in 2015
Alternative assets under administration fall – survey
But growth strong in private equity and real estate
Banks pushing Eurex to allow hedge funds into cleared repo
Prime brokers proposing to guarantee the performance of clients’ trades
Close communications: hedge funds, brokers and the emergence of a consensus trade
This paper examines the network of communication practices among hedge fund managers.
Managed futures funds outshine macro peers
Quant funds doing a better job interpreting drivers of rates and currency markets
Funds of hedge funds look to focus and diversify both at once
Concentration on largest holdings has grown but average holding size has shrunk
An application of sensitivity analysis to hedge funds
This paper investigates a sample of 142 live hedge funds via a DEA sensitivity analysis using a super-efficiency model.
Commodity hedge funds hope for rebound after 2015 rout
As ranks of commodity funds thin, survivors say investor interest is starting to pick up
Johnson-Omega performance measure
Alexander Passow presents a portfolio performance measure that combines the omega measure with Johnson distributions
Why we should all long The Big Short
Hit film will allow more people to have an informed dialogue on regulation, free markets, finance and opportunity
Equity long/short inflows positive despite tough year for industry
Europe, Australasia, Far East drove long/short fund returns in 2015
Hedge fund of the year: Citadel
Citadel’s hedge funds dodged the Swiss franc’s surge and made money during the Greek debt crisis
Under the radar: structural alpha in the small-cap equity market
This paper identifies a number of structural inefficiencies in the US small-cap equity market that may be exploited to generate alpha.
Hedge Funds Review European FoHF Awards: The winners
Best European funds of hedge funds announced
US hedge fund OTC notionals grew by $1.2trn in 2013–14
Increase in notionals among US hedge funds bucks trend seen globally
Eurekahedge data on individual fund performance – November 2015
The latest statistical information on top-performing FoHFs and hedge funds
Investors redeem risky China hedge fund managers
Conservative managers have become more attractive for investors
Avoiding fraudsters key to Neuberger Berman's China fund
Not uncommon to find companies fabricating accounting statements in China