Archive for August 2008

Fees: Six of one or half-dozen of the other.

Aug 11th, 2008 | By | Filed under: Academic Research, Investment Management Fees

A recent Journal article ponders the unthinkable: Could hedge funds actually be a good deal?

Newsreel: Investors not giving up on injured hedge funds

Aug 10th, 2008 | By | Filed under: AAA Newsreels

Despite injuries sustained over the past year, it seems that hedge funds can count on the support of institutions and rich guys.

Major pension drops longstanding traditional managers in order to divide alpha and beta

Aug 7th, 2008 | By | Filed under: Portable Alpha & Alpha/Beta Separation

It's a situation reminiscent of trying to dump your girlfriend or boyfriend before she/he can get a chance to dump you.

130/30 Not yet shining in Land of the Rising Sun

Aug 6th, 2008 | By | Filed under: 130/30

Apparently, 130/30 hasn't yet dawned on Japanese institutional investors.

Hedge Fund “Forum Shopping”

Aug 5th, 2008 | By | Filed under: Academic Research, Hedge Fund Regulation

Are hedge funds engaged in a "race to the bottom" in an effort to find the world's least onerous regulatory environment?

“Return persistence” can now be viewed with the naked eye

Aug 4th, 2008 | By | Filed under: Academic Research, Performance, Analytics & Metrics

There are a million ways to calculate "return persistence". But one new approach seems to yield some pretty striking results.

Build-Buy-Lease: Three Approaches to Alpha Generation

Aug 3rd, 2008 | By | Filed under: CAPM / Alpha Theory, Guest Posts

If you're a traditional long-only asset manager, one expert has some advice for you.