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Lazard Research on Smart Beta
Jason Williams, senior vice president at Lazard Asset Management, has written a white paper on the “six sins…
State of the Industry, Risk Management, Manager Selection, Asset Allocation
Federal Reserve on Counterparties to the next Lehman Brothers
The Federal Reserve has issued a final rule relating to the qualified financial contracts (QFCs) of global…
Risk Management, Manager Selection, Asset Allocation
FACTOR RETURNS: SMALL VS. LARGE CAPS
By Nicolas Rabener, FactorResearch Are Factor Returns Limited to Small Caps? Summary: A frequent criticism…
State of the Industry, Asset Allocation
Are Clearinghouses Systemically Risky? Gary Cohn is Heard From
Economists sometimes cite a “law of unintended consequences.” This is what it sounds like, the principle that…
Asset Allocation, Hedge Funds
China and a Reduced Form Bayesian VAR
What the heck does the forbidding phrase “reduced form Bayesian VAR” mean? Let’s break this down. The VAR in…
Asset Allocation
EC and US CFTC Reach Agreement on Venues
The European Commission and the U.S. Commodity Futures Trading Commission have agreed on a “common approach…
State of the Industry, Access to Alternatives
DTCC: How to Think About Fintech
The Depository Trust and Clearing Corporation (DTCC), a provider of clearance, settlement, and a wide range…
Risk Management
AIMA’s New Due Diligence Template
It has been 20 years since the Alternative Investment Management Association published its first due…
Manager Selection, Risk Management
EIU on Institutions and Time Horizons
With the  sponsorship of Franklin Templeton, The Economist Intelligence Unit (EIU)  has surveyed…
State of the Industry, Risk Management, Asset Allocation
Outsourced assets under management up 18% year-over-year
By Charles Skorina With 76 firms heard from, we're now reporting $1.62 trillion in full-discretion…
Manager Selection, State of the Industry
International Debt Enforcement: Nautical Twists and Turns
Since sovereign debts and collection issues we shall always have with us, it is not amiss to look back four…
Asset Allocation
TALK FOR SHOW, BLOG FOR DOUGH
By Diane Harrison Despite being overused in finance, the golfing analogy ‘Drive for show, putt for dough’…
State of the Industry
Private Credit Industry: Supply and Demand
The Alternative Credit Council, an affiliate of the Alternative Investment Management Association, has put…
Private Debt
EDHEC, New Research, and Hyper-illiquid Assets
The EDHEC Infrastructure Institute – Singapore has published a new paper describing what it calls the “very…
Alpha Generation and Real-Time Data
In a recent paper, Michael W. Brandt and two colleagues look into whether hedge funds “adjust the conditional…
Hedge Funds