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Displaying 301 - 315 of 485
Meet the New Crisis: Looks Like the Old Crisis
Last month saw an extraordinary spike in the interest rates of the repo market—the market that consists of…
State of the Industry, Risk Management, Asset Allocation
The Persistence of the Low-Risk Effect
The “volatility effect,” also known as the “low-risk effect,” is the subject of a new paper from Robeco. The…
State of the Industry, Risk Management, Hedge Funds, Asset Allocation
Valuation: A New Approach to an Old Financial Tool
Zane Swanson, an accounting professor at the University of Central Oklahoma, has been at work on a…
State of the Industry, Risk Management, Hedge Funds
Low Vol vs Option-Based Strategies
By Nicolas Rabener of FactorResearch (@FactorResearch) INTRODUCTION Some investment products and strategies…
State of the Industry, Risk Management
Goldman Sachs Puts Stop-loss on Options
Goldman Sachs threw in the towel two years ago. Well, “a towel,” anyway. Goldman has lots of towels. But two…
State of the Industry, Risk Management, Hedge Funds
Zebras Are Reactionaries
Someone told me that it’s all happening At the Zoo. In this case, it was Paul Simon in his 1967 title song…
Educational Alpha, State of the Industry, Risk Management, Hedge Funds, Asset Allocation
Anticipating Buyout Deals: A Prospective New Model on an Old Strategy
Milind Sharma and Aravind Ganesan have developed what they call the QMIT Leveraged Buyout Model—a trading…
State of the Industry, Risk Management, Hedge Funds, Asset Allocation
Liquidity: Running for the Exits
Liquidity vanishes when you need it most. That isn’t an especially original observation. It’s like saying…
State of the Industry, Risk Management, Hedge Funds
What Hedge Funds Do When the Lights Go Out
A new paper looks at how hedge funds adjust their information acquisition and trading behavior as analyst…
State of the Industry, Risk Management, Hedge Funds, Asset Allocation
Active Risk Budgeting Gets Consistent Alpha
A new paper takes an experimental look at “Active Risk Budgeting,” a method of portfolio construction that…
State of the Industry, Risk Management, Asset Allocation
Ramping Up a PE Allocation Over Time
Many investors with long horizons are increasing their allocation to private equity funds: to extract the…
State of the Industry, Risk Management, Private Equity, Private Debt
One Year Left to Run on Critical No-Action Letters for Investment Managers
The Securities and Exchange Commission issued three no-action letters on the issue of research payments, in…
State of the Industry, Risk Management, Asset Allocation
Quantum Computing Will Mess Up all Expectations
There are reports that Google is preparing an announcement of “quantum supremacy” for later this year. If…
State of the Industry, Risk Management, Asset Allocation
Net Performance Reporting: Not Just Arithmetic
Why can’t a fund manager simply subtract all fees and expenses from gross returns and present the…
State of the Industry, Risk Management, Manager Selection, Hedge Funds
Fixing the Sharpe Ratio: A Machine Learning Approach
The Sharpe ratio has long served as a simple but important item in the due diligence tool kit. Formulated by…
State of the Industry, Risk Management, Manager Selection, Hedge Funds