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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
Does Strong Economic Growth Equate to High Factor Returns?
By Nicolas Rabener, CAIA, Factor Research EQUITY FACTORS & REAL GDP GROWTH Summary: Economic cycles…
State of the Industry
Irrational Dissonance
By Bill Kelly, CEO, CAIA Association Friday was March 9 and not a lot of discussion was had about the infamy…
Educational Alpha
The Tipping Point for Alternative Data
The Deloitte Center for Financial Services has put out a white paper on “Alternative data for investment…
Manager Selection, State of the Industry
Preqin on the PE Outlook
Preqin has issued a report on the near term outlook for private equity based on a recent (November 2017)…
State of the Industry, Private Equity
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
Whether Vol is High or Low, Gamma Trading Can Exploit Opportunity
By Alternatives Team at Calamos Investments In 2018, volatility kicked into high gear. So far, there have…
Hedge Funds
The Year of the (Sleeping) Dog
By Bill Kelly, CEO, CAIA Association Welcome to Washington Chairman Powell… All eyes were on his inaugural…
Educational Alpha
Whence Corporate Social Responsibility?
A new scholarly paper, forthcoming in the Journal of Financial Economics, delves into the question whether…
State of the Industry, Risk Management, Manager Selection, ESG
Institutional Investors Wary of Passivity
Natixis’ Center for Investor Insight surveyed 500 institutional investors in the fall of 2017 about long-term…
State of the Industry, ESG, Asset Allocation
News from AIMA: Performance and UK Regs
New research by the Alternative Investment Management Association (AIMA), in collaboration with Preqin,…
Risk Management, Hedge Funds
A Rhetorical Oracle?
By Bill Kelly, CEO, CAIA Association Warren Buffett cashed out his bet and the final numbers are in courtesy…
Educational Alpha, State of the Industry, Risk Management, Hedge Funds
The Unrecognized Risks of Short Vol Strategies
Vineer Bhansali and Lawrence Harris have written a scholarly paper on what they call the “extraordinary…
Risk Management, Asset Allocation