Strategy
All article related asset management strategies
Single Strategy
Strategy,
May 2010
Volatility : An asset class to make a portfolio more robust to crises
Investors, especially those of long-term maturity, should take advantage, to make their portfolios less vulnerable to episodes of market stress...
Strategy,
March 2010
Managed futures strategies
This type of strategy is based on a simple idea: try to take advantage of an exposure on futures contracts («Futures») with the underlying being a financial instruments or a commodity ...
Pedagogy,
April 2008
What is Long/Short Equity ?
Hedge funds apply a vast array of investment strategies which can be more or less complex. In this article, we shall focus on the Long / Short strategy…
Pedagogy,
January 2008
What is CPPI (Constant Proportion Portfolio Insurance)?
CPPI or Constant Proportion Portfolio Insurance is a dynamic management technique that ensures a minimum guaranteed amount to an investor at the time of maturity
Pedagogy,
October 2006
What is a Hedge Fund?
The expression ?hedge funds? is commonly used to describe a non-conventional investment fund, that is, a fund whose strategy does not include long term investments in bonds, stocks and cash markets...
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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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