Portfolio management
Risk management for return enhancement
Lundin and Satchell present a non-linear asymmetric dependence method between two assets
Diffusing explosive portfolio performance evaluation of high frequency traders
This paper introduces an efficient Sharpe ratio (ESR) that diffuses explosive ASRs for HFT so that they are comparable to SRs for other actively managed funds.
Bank technology provider of the year: UBS
Neo platform proves its mettle for actively managed certificates
Multiperiod portfolio selection and Bayesian dynamic models
Kolm and Ritter present a multiperiod, multi-asset selection model with transacion costs, kept computationally tractrable
The case for active portfolio management
Sponsored feature: Pimco
Pensions keen to maintain hedge fund allocation
Pensions see value in hedge funds despite Calpers's exit
Active fund managers underperform in Europe but not UK, S&PDJI
UK fund managers almost always outperform benchmarks, S&P
Portfolio construction and systematic trading with factor entropy pooling
Construction of large portfolios consistent with investors' views and stress test scenarios is a challenging task, considering the volume of information to be processed. Attilio Meucci, David Ardia and Marcello Colasante introduce a technique that…
Lyxor expects demand for alternatives to increase
Close relationships with hedge funds and Lyxor staff are at the heart of its reputation for independent research, asset management, its managed account platform and its other activities globally
Regulation could be saviour of Europe’s FoHF business
While many moan about the EU’s AIFMD and other rules, one fund of hedge funds leader is optimistic the regulations will stimulate activity in Europe and bring assets back to the industry
GAM looks at whole portfolios to advise on alternatives
12th Annual European Fund of Hedge Funds Awards 2013
The key to enhancing stock-picking skills
Sponsored feature: Man
Enhancing the value chain
Sponsored Q&A: Misys Sophis
Hedge funds play key role in Ontario Teachers’ Pension Plan
Seeing the bigger picture
Communicating portfolio risk intuitively and effectively
Visualising risk
Actively seeking alpha with AdvisorShares
AdvisorShares may be small, but it has an outsize footprint in the tiny yet growing active exchange-traded funds market. Yakob Peterseil talks to Noah Hamman, founder and chief executive, about bringing active management to ETFs
Impact-adjusted valuation and the criticality of leverage
Impact-adjusted valuation and the criticality of leverage
Lookback
Lookback
Profile: Tina Surh, chief investment officer, New York University endowment fund
Americas Awards 2012
Adjusting value-at-risk for market liquidity
Adjusting value-at-risk for market liquidity
Strategic portfolio analysis - a new approach
A new approach to portfolios
Windhaven puts focus on ETFs
Betting on beta