Strategy
All article related asset management strategies
Single Strategy
Strategy,
September 2014
Recent changes in sovereign yields put under the microscope
Since the start of the year, yields for the 10-year TNote and Gilt have been more or less the same. At the same time, the yield spread between Bund and its UK and US counterparts has widened by 100bp, and is now not far off (...)
Strategy,
August 2014
Fundamentals point to a weaker euro
This has been a bleak month for the euro zone. A string of weak data releases, including flat region-wide GDP growth, and a contraction in Germany and Italy (the latter for the second quarter in a row, indicating recession), suggests the recovery not been (...)
Strategy,
July 2014
Equities vs. high yield ? The answer becomes clearer…
During the initial phase of the turnaround in high-risk American assets, equities and high yield moved very similarly. In contrast, since mid-2012, equities have been accelerating more quickly, outpacing the credit market by a decent (...)
Strategy,
July 2014
Next crisis will hit non-financial businesses, warns bond manager
Petercam’s Peter de Coensel has increased his exposure to financial bonds as the asset class offers safety and value from a credit perspective, the manager said.
Strategy,
July 2014
The potential of trend-following strategies remains intact
Penalised at the peak of the European debt crisis by highly correlated and non-trending markets, trend-following funds have retained their unrivalled ability to improve the efficiency of an investment portfolio. Better consideration of the issues associated with risk (...)
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Multi-Management
Innovation,
May 2016
GAM launches next generation of multi asset solutions with target return range
The GAM Star Target Return Fund and GAM Star Target Return Plus Fund aim to deliver consistent returns of Libor +3% and +5% per annum, respectively, without significant equity, duration or credit risk.
Interview ,
December 2012
François Lhabitant : «We have received dozens of proposals but only one long / short manager passed our selection ! »
Established in 2001, Kedge Capital manages the assets of the Bertarelli family. The company invests successfully nearly $ 6 billion in hedge funds, for a net return of 6.7% annually since its inception...
Strategy,
November 2011
Systematic managers call into question the status of core European sovereign debt as a risk-free asset
Global Macro managers explicitly follow defensive strategies: short exposure to equities (around -20%) and long exposure to the US sovereign debt. On their side, CTAs managers are more aggressive...
Strategy,
November 2011
Jean-Louis Nakamura and Jérôme Teiletche : «risk-parity portfolios provide real diversification »
According to Jean-Louis Nakamura, CIO Asset Allocation and Jerome Teiletche, Head of Systematic Strategies and Alternative Portfolio Construction at Lombard Odier, the Risk parity approach is a growing interest to pension funds (...)
Strategy,
October 2011
Management of hedge fund portfolios during crisis periods: the contribution of systematic overlays
The implementation of systematic overlays can be considered as an alternative to short-term rebalancing of hedge fund portfolios, or as an active component of alternative allocations.
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