Hedge funds
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
Campbell profits from central bank divergence
Trend Following Portfolio picks up two Americas Awards
Zimmer bucks trend in decade of low hedge fund returns
Utility hedge fund makes double-digit returns without oil price predictions
Outperforming the competition by avoiding the crowd
Sponsored feature: Sound Point Capital Management
Former Investcorp CIO launches alternative risk premium firm
ARP Investments offers cut-price exposure to popular hedge fund strategies
FCA expects notification of AIFMD leverage breaches
But admits regulation is ‘silent' on notification obligations
Mariner Coria: the changing face of arbitrage
Fund manager exploits mispricings linked to structured products and derivatives end-user flows
Video: Jean-Marc Bonnefous, Tellurian Capital Management
Bonnefous defends investment in commodities amid market turbulence
Shadow banks eye accounts receivable as lenders retreat
Hedge funds target 10–12% returns on credit risk from unpaid invoices
EC's criticised tax blacklist 'insignificant' for hedge funds
Larger clouds loom for jurisdictions seeking third-country passport issuance
'Gamma trap' theory features in US Treasury meltdown report
Official post-mortem considers claims that options hedging amplified October 15 move
Tendance Finance sees risk in ETF liquidity
French hedge fund also fears regulators may cap leverage and curtail shorting