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Asset Allocation

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Displaying 436 - 450 of 846
AQR Makes the Case for a VRP Strategy
AQR Capital Management, the Greenwich, CT-based global investment firm, has posted a new discussion of the…
Asset Allocation
Eurekahedge on Japan as an Investment Mandate
Eurekahedge has recently concluded its fifth annual survey of asset managers with mandates to invest in Japan…
State of the Industry, Asset Allocation
Operating Expenses, Strategies, and Scale
Meketa Investment Group has issued a paper on the state of hedge fund operating expenses, the point of which…
Asset Allocation, Hedge Funds, Manager Selection
The CBOE and VIX: The Appearance of Manipulation
On April 23, 2018, the chairman and the president of the Chicago Board Options Exchange issued an open letter…
Asset Allocation
Revising the ICAPM to Reflect Effects of Style Investing
A recent paper by Michael Stutzer, of the University of Colorado at Boulder, Leeds School of Business,…
Risk Management, Asset Allocation
Funds Use Public Info to Complement Private Signals
Alan D. Crane and two colleagues have written a paper on whether and how hedge funds profit from publicly…
Risk Management, Hedge Funds, Asset Allocation
Options-based Strategies and their Pay-offs
Roberto Obregon, of the Meketa Investment Group, has written a paper (available at SSRN) on the use of…
Risk Management, Asset Allocation
Bitcoin Futures ETFs: SEC Requests Comment
In December last year the NYSE Arca Inc. filed a proposed rule change that would allow for the creation of…
State of the Industry, Emerging Asset Classes, Asset Allocation, Access to Alternatives
Be Fearful When Everyone is Greedy
A new report from Context Capital Partners looks into trends in the alternative investments industry, both…
State of the Industry, Asset Allocation
Finance Theory, Listed Equities, and Liquidity
A recent paper from Robeco discusses whether a liquidity premium exists in the stock market. The authors,…
Asset Allocation, Risk Management
What Makes Big Data So … Big?
The term “big data” has become a cliché. One has to remind one's self that it is a somewhat ill-fitting label…
Asset Allocation
The Quants, the Algorithms, and the Performance
A new paper by J.B. Heaton, forthcoming in the Journal of Financial Transformation, offers a skeptical view…
Asset Allocation, Hedge Funds, Manager Selection
Reducing Dependence on (L)IBOR
A creation of the mid-1980s, the London Interbank Offered rate (LIBOR) became immensely influential over the…
Risk Management, Asset Allocation
SCOTUS Decision Regarding Distressed Assets, Safe Harbors & Clawbacks
The U.S. Supreme Court decision in Merit Management v. FTI Consulting may prove important to distressed asset…
Asset Allocation
Robeco Researcher on Factor Premiums and ETFs
David Blitz has recently discussed the concern in some quarters that factor premiums may disappear as they…
State of the Industry, Asset Allocation, Access to Alternatives