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Time-varying Volatility Adds a Critical Dimension to Diversification
By Masao Matsuda, CAIA, FRM, Founder, Crossgates Investment and Risk Management In January 2020, the…
State of the Industry, Risk Management, Asset Allocation
Next Customer!
By Bill Kelly, CAIA Association CEO Our story starts with a former Eagle Scout known as Barber. While his…
Educational Alpha, State of the Industry, Asset Allocation
The Algorithms that will Find the ESG Tipping Point
A recent literature review conveys the state of scholarly understanding of ESG alpha.It also discusses how…
State of the Industry, ESG
Peeling Back the Wrapper of Hedge Fund Strategies
By Aaron Filbeck, CAIA, CFA, CIPM, Associate Director, Content Development at CAIA Association During CAIA…
State of the Industry, Risk Management, Hedge Funds, Asset Allocation, Access to Alternatives
Hedge Funds, Sustainable Investing, and the Data Gap
KPMG and CREATE have collaborated on a new report on the involvement of hedge funds in sustainable investing…
State of the Industry, Hedge Funds, ESG
Machine Learning, Quant Models, and ESG factors: Who Uses Them and What Data Do They Mine?
Keith Black, PhD, CFA, CAIA, FDP, Managing Director of Content Strategy, CAIA Association CAIA Association…
State of the Industry, ESG
Where has all the diversification gone?
By Beth Anne Byrne and Kara O’Halloran, FS Investments Warren Buffett’s famous quote reads “You only learn…
State of the Industry, Asset Allocation, Access to Alternatives
The Unmasking of ESG 
By Bill Kelly, CEO, CAIA Association PPE has entered the global vernacular, courtesy of …
Educational Alpha, State of the Industry, ESG
Puzzles or LEGOs? Building a Private Equity Allocation from Scratch
Aaron Filbeck, CAIA, CFA, CIPM, Associate Director, Content Development at CAIA Association I live in the…
Private Equity, State of the Industry
Funding a Covid ‘Long Shot’
Every venture exists to solve a problem. Since the dawn of the Covid-19 pandemic, pharmaceutical companies…
State of the Industry, Private Equity, Hedge Funds
Covid-19 Alpha
During the Global Financial Crisis, the financial world learned that, in times of calamity, “the correlations…
State of the Industry, Risk Management
Using Alternative Data and Machine Learning in Alternative Asset Classes
Keith Black, PhD, CFA, CAIA, FDP, Managing Director of Content Strategy, CAIA Association Michael Oliver…
State of the Industry, Risk Management, Access to Alternatives
Wedding ESG with Modern Portfolio Theory
Three executives at AQR Capital have proposed a new variant on modern portfolio theory, an elaboration of the…
State of the Industry, ESG
Long Alpha and Activist Strategies 
By Aaron Filbeck, CAIA, CFA, CIPM Associate Director, Content Development at CAIA Association Excerpted from…
State of the Industry, Hedge Funds
THOU SHALL NOT SHORT THE VIX
By Nicolas Rabener of FactorResearch (@FactorResearch) INTRODUCTION Scratching the surface of most people’s…
State of the Industry, Hedge Funds