Alpha
Investcorp: more institutions managing own hedge portfolios
But “cutting out the middleman” leaves room for co-investing
Creating flexible risk reporting
Sponsored Q&A: Broadridge Investment Management Solutions
AQR puts academic theory into practice
Putting theory into practice
Sponsored feature: Royal Bank of Scotland
The UFR curve conundrum
Commodity alpha strategies suffer from surge in grain prices
Rising grain prices resulting from drought conditions in the US prompt unwinding of positions as banks work to add additional signals into alpha strategy algorithms
Alpha commodity indexes: a sustainable source of absolute returns?
The alpha trackers
Are alpha commodity index products sustainable?
The third generation
Institutional investors to favour more active, smart beta approach to commodities
Seeking performance while at the same time increasingly needing to control risk makes smart beta thematic index approaches such as low volatility, minimum variance and risk-weighted strategies increasingly appealing to institutional investors allocating…
Alternatively weighted risk premium indexes gain momentum
Index providers and fund managers who have tended to focus on performance are seeing demand from investors for strategy indexes that focus on risk
Hedge fund of the year: Brevan Howard Asset Management
Risk awards 2012
Investors at risk of being misled as alpha strategies gain in popularity
What's it all about, alpha?
Parala Capital’s macroeconomic recipe
Macro magician
Efficacy of alpha strategies called into question
Alpha strategies may result in lower volatility but they do not necessarily provide higher returns, according to market participants
Citi reveals dedicated quant investment strategies group
The shake-up at Citi now incorporates a new group, which will specialise in providing indexes and strategies
Q&A: Myron Scholes on LTCM, crisis lessons and the value of intermediation
Quants' golden age
Multi-alpha strategies dominate commodity index developments
Banks are developing combined index strategies that allow investors to access a broader range of trading styles to maximise alpha
Citi indexes offer low-cost forex exposure
Citi indexes offers low-cost forex exposure
It's all relative
Commodity-focused hedge funds have faced a torrid past nine months, suffering large losses and widespread redemptions. Yet some funds, notably relative-value arbitrage strategies, have performed better than most. By Richard Jackson
Sponsor's article > Reason for hope
One disappointing aspect of the Basel II deliberations has been the lack of any proposed change in the treatment of counterparty credit exposures. David Rowe argues that recent dialogue between the Basel Committee and industry representatives offers hope…
QIS 3: Banks can use internal pricing for standardised approach
BASEL - Banks participating in the QIS 3 survey can use internal pricing methods to allocate gross income to different business lines for the standardised approach to measuring operational risk in the Basel II bank accord, global banking regulators said…
Europe allows wider role for op risk insurance in Cad 3 [full story]
BRUSSELS - European banks and investment firms would be able to use operational risk insurance to reduce capital charges in all approaches to measuring op risk under new European Union (EU) capital adequacy rules, banking industry and regulatory sources…
QIS 3 suggests Basel II op risk charges and insurance role
BASEL - The third Basel II quantitative impact study, or QIS 3, brings bankers up to date with the latest thinking of global banking regulators on the treatment of operational risk under the complex Basel II bank protective capital accord.