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A new survey examines the views of pension funds regarding the future role of many alternative investments. Despite the mantra that we are seeing a "flight to simplicity", so-called "complex" investments seems to be alive and well.
Who knew "Value at Risk" calculation was an extreme sport? Sure, it's not base jumping...But at least one prominent mathematician turned investment researcher says it's not far off.
We had our official archivist pour over the first 1,000 posts to be published at AllAboutAlpha.com in order to bring you a selection of posts on the topic of the CAPM and the theory behind our favorite Greek variable.
Do premia and discounts on closed end hedge funds actually reflect anything about the funds themselves or do they just a response to exogenous factors?
Emerging markets are emerging like crazy this spring. So why not just ride the (beta) wave? One expert finds that emerging market alpha can make life a lot more enjoyable.
The first week of summer has apparently brought a serious thaw in relations between the hedge fund industry and international regulators.
A lot of research has been conducted on real estate mutual funds. But precious little has ever been conducted on the alpha produced by institutional funds that invest in commercial real estate - until now...
We’re in Chicago this week for the Managed Funds Association’s Forum 2009. More on that later. But for now, here is a compilation of some stories that caught our eye last week… Gates designed to keep investors out, not in It was bound to happen. Reuters reports that: “A small number of top hedge funds are once more [...]
A new book, an industry survey, and media reports have propelled the age-old topic of market efficiency into the spotlight this month.
Retail mutual funds have been researched in every conceivable way. But we were surprised to learn that institutional mutual funds haven't undergone the same level of scrutiny. Until this year.
An interesting predictive model buried deep in the new ECB "Financial Stability Review" aims to create a "composite indicator of single manager hedge fund liquidation risk."
If hedge funds are supposed to be so unique, then why do most closed-end HFs sell at a discount or premium to NAV at the same time?
Is it a coincidence that hedge fund returns are exploding right after the biggest culling in the industry's history?
Hedge fund managed accounts used to have only "limitations". Now they have "drawbacks"...
Hedge funds, mutual funds, and pension funds seem to be positioning themselves for the "renaissance" in Hedgistan.
