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Asset Allocation

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The Next Crisis: BIS Warns of ‘Financial Vulnerabilities’ in EME/NFCs
In a recent paper submitted to the G20’s working group on international financial architecture, scholars with…
Asset Allocation
Risk-Adjusted Time Series Momentum Strategies
The name is awkwardly long, and the standard abbreviation, “RAMOM,” sounds like what one says when cheering…
Hedge Funds, Asset Allocation
New Support for a 40-Year-Old Theory about IPOs
It is always aesthetically pleasing to see something elegant brought down from an attic, dusted off, and…
Asset Allocation
Sovereign Credit Swaps: Europe’s Sovereigns and Regime Changes
Andrea Consiglio and two of his colleagues have developed models for the management of risk in the sovereign…
State of the Industry, Hedge Funds, Asset Allocation, Access to Alternatives
New Paper Tackles Basic Questions About Alternative Investments
RCM Alternatives, a Chicago-based asset manager specializing in managed futures products, has published a new…
State of the Industry, Asset Allocation
Active vs. Passive: A 3-Club Headwind
By Scott Opsal Relative Performance Actively managed funds have recently underperformed passive indexes. As a…
Asset Allocation, Manager Selection, State of the Industry
NB: China Positions the Yuan for Global Reserve Currency Status
Neuberger Berman, the asset management business spun off from Lehman in late 2008, has produced a new report…
Asset Allocation
Study Says Pensions May Be Looking for Returns in the Wrong Places
Alex Beath, senior research analyst at CEM Benchmarking, the Toronto-based pension research firm, has…
Real Estate, Asset Allocation
Stocks after Shocks: Equity Returns in the Face of Monetary Policy
A new paper by two economists affiliated with the Federal Reserve System presents a new measure of the…
Asset Allocation
Eurekahedge: Performance Down, Inflows Up in 1st Half 2016
The latest report from Eurekahedge indicates that hedge funds’ assets under management are up by $19.9…
Hedge Funds, Asset Allocation
Volatility Spillover Effects: India, Korea, China
Last year, two scholars writing in the Journal of Alternative Investments looked at the volatility spillover…
Asset Allocation
ESG Issues: The Material and the Immaterial
Activists pressing for corporate change on environmental, social, and governance issues often focus on issues…
State of the Industry, Manager Selection, ESG, Asset Allocation
Infrastructure: Look at the Contracts--Not the Industry or the Index
A new paper from EDHEC Infrastructure Institute decides that there is no such thing as a listed…
Risk Management, Infrastructure, Asset Allocation
Lyxor Quants Ask: What Exactly is a ‘Risk Factor’ Anyway?
Given the growing body of scholarly work over “risk factor” investing, especially the growing number of risks…
State of the Industry, Asset Allocation
Brexit and Hedge Fund Strategies
How well did hedge funds help their investors to hedge potential losses as a consequence of the markets’…
Hedge Funds, Asset Allocation