Hedge Funds

December 24, 2018

Market Recap Monday, December 24, 2018

On global equities Volatility in global equity markets persisted in November, fears of rising interest rates, multiple trade conflicts, the end of QE, and related uncertainty about the global economic outlook weighed on sentiment and set the market on edge. Additionally, U.S. crude ended last week down 11% at $45.59, posting the worst performance since… Continue reading

Asset Allocation, Global Macro, Hedge Funds, Market Commentary, Portfolio Management

September 26, 2015

Liquid Alternatives

Liquid alternatives are asset classes that exhibit modest to low correlation with traditional equity and fixed income investments. Investors can get exposure to liquid alternatives via broadly available investments that are without the principal lock-ups of asset classes such as private equity and hedge funds. Liquid alternatives can be further divided into alternative asset classes… Continue reading

Alternative Investments, Asset Allocation, Hedge Funds, Managed Futures, Portfolio Management, Real Assets

October 29, 2014

Liquid Long/Short Mutual Funds

Investors who want the return opportunities of equities but are concerned about a fully valued market should consider strategies that are designed to asymmetrically capture up and down market movements, which can allow potentially for participation in market upside while mitigating losses during market declines. Specifically, long/short strategies deserve a larger role in investor portfolios… Continue reading

Alternative Investments, Asset Allocation, Hedge Funds, Portfolio Management

May 17, 2014

Choosing From Beta Strategies: Bettering Your Investments with a Smarter Exposure

Institutional investors have employed alternative weighting and factor-driven strategies for decades. In recent years, a growing variety of alternative beta strategies have come to market, as investment managers are pursuing alternative opportunities in face of the sharp fall in the share of active management relative to passive investing. These beta strategies have become a fairly… Continue reading

Global Equity, Hedge Funds, Managed Futures, Portfolio Management, Risk Management

October 22, 2013

Fund of Hedge Funds, Manager Selection, and Due Diligence

One of the main reasons that more and more institutional investors, particularly endowments and foundations, include hedge funds in their portfolios is the expected diversification benefit, given the existing array of investment opportunities. In the U.S., these institutions are still increasing their strategic allocation to hedge funds, despite the fact that hedge funds as a… Continue reading

Alternative Investments, Asset Allocation, Due Diligence, Hedge Funds, Portfolio Management, Risk Management

October 22, 2013

An Event-Driven Strategy: Merger Arbitrage

Event-driven strategy seeks to invest in opportunities associated with corporate transactions such as consolidations, acquisitions, recapitalizations, bankruptcies, and liquidations. Merger arbitrage event-driven managers employ strategies that can capitalize on valuation inconsistencies in the market before or after mergers and acquisitions deals, and take positions based on the predicted movement of the underlying securities. Mergers can… Continue reading

Alternative Investments, Due Diligence, Hedge Funds, Risk Management

October 22, 2013

A Relative Value Strategy: Convertible Arbitrage

Hedge funds deploying relative value strategies seek to take advantage of “discrepancies” in price between securities or the overall market. Within the relative value category, there are sub-strategies, and convertible arbitrage is an important form of relative value strategy where hedge fund managers exploit pricing inefficiencies between convertible securities and the underlying stocks. Under normal… Continue reading

Alternative Investments, Due Diligence, Hedge Funds, Risk Management

October 22, 2013

A Global Macro Strategy: Managed Futures

Hedge funds utilizing a global macro strategy take positions in equity, fixed income, or currency markets in anticipation of global macroeconomic events to generate risk-adjusted returns. Global macro fund managers rely on the “big picture” or trends to identify investment opportunities and profit from anticipated price movements. There are sub-strategies within global macro strategies,… Continue reading

Alternative Investments, Commodities, Due Diligence, Hedge Funds, Risk Management

October 22, 2013

Hedge Fund Landscape

The first hedge fund emerged in 1949 when sociologist Alfred Winslow Jones and his four friends formed an investment partnership. The first reference to a hedge fund appeared in a 1966 Fortune article by Carol Loomis. Ms. Loomis wrote the story of Alfred Jones in The Jones Nobody Keeps Up With, little did she know… Continue reading

Alternative Investments, Asset Allocation, Hedge Funds, Portfolio Management, Risk Management, The Endowment Model

August 13, 2012

Allocation in Hedge Fund of Funds 对冲基金配置

One of the main reasons that institutional investors include hedge funds in their portfolios is the expected diversification benefits with existing array of investment opportunities. In the U.S., institutions such as endowments and foundations are still increasing the allocation to hedge funds, despite the fact that hedge funds in general have underperformed in recent years.… Continue reading

Alternative Investments, Asset Allocation, Hedge Funds, Portfolio Management, Risk Management

Asset Allocation, Fund of Funds, Hedge Funds

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