Strategy

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Strategy, January 2019

Finding opportunity in Europe’s volatility

Looking back at 2018, it was a year when European corporate earnings continued to grow, while market volatility was surprisingly high. The volatility was a result of both political noise and the fear of a slowdown in global (...)

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Strategy, January 2019

Why Merger Arbitrage should continue to do well

To navigate such unstable conditions, there is a limited range of “all weather” strategies. Merger Arbitrage and Fixed Income Arbitrage (including L/S Credit) have demonstrated their ability to navigate such a difficult year like in 2018, when most asset classes delivered (...)

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Strategy, January 2019

In troubled markets, the dividend is what the investor remembers when he has forgotten everything

According to Eric Labbé, Thematic equity manager at CPR AM, for 2019, the high dividend strategy is therefore an advantageous alternative in the framework of defensive equity management in the context of a challenging (...)

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Opinion, December 2018

Hedge Funds agree on where rates are going

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Opinion, November 2018

Why we would start reweighting U.S. stock-pickers

We are past the peak of the U.S. earnings reports. In the past, any unusually high individual stock volatility after an earnings announcement was a pattern that only appeared at macro inflection points.

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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.

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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...

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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...

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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 (...)

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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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