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A recent report by Capgemini and Merrill Lynch show that wealth managers may have stopped listening to clients at exactly the wrong moment.
Two different surveys paint a picture of concerned hedge fund managers - even though private bankers see continuing value in their craft.
Whether they use portable alpha strategies or not, institutional investors are apparently demanding transparency about how much alpha and beta is contained in their existing funds.
Some headlines become easier to believe after the Madoff fiasco. But a second look can sometimes reveal another story.
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 Portable Alpha and Alpha/Beta Separation.
Guest contributor Steve Deutsch of Morningstar says that despite all the talk of "transparency", the micro-economics of the institutional investment industry often prevent the message from getting through.
Regulation may not be all that bad for the hedge fund industry if the proposals of this author are adopted by the SEC.
Although newly emboldened investors seem to be pushing fees below the mythical "2 and 20" level, research has shown that fee pressure has been at work in the hedge fund industry for some time.
E.M.H. R.I.P. W.T.F? In an ironic twist, the Economist suggests that financial engineering (and by extension the hedge funds built with its outputs) are built on the shoulders of the efficient market hypothesis. Yet the much ballyhooed demise of the EMH should, in theory, pave the way for skill-based, alpha-centric returns. In fact, the newspaper [...]
Today, we bring you another installment of our “Summer of 1,000 posts” (more…) This week’s sampling from our archives covers the topic of Performance, Analytics & Metrics… Debate over value of Sharpe Ratio in HF analysis continues in new academic study A 2007 academic study rained on the alternative hedge fund metrics parade and claimed that the [...]
Buried deep in a new McKinsey report are some interesting charts that take a new look at leverage and fund closure risk.
New accounting rules have ripped the scab from a festering debate among private equity professionals: who really cares about interim valuations if your money is locked up for 10 years?
Roger Ibbotson speaks candidly about hedge fund regulation, quant strategies and updates to the "ABCs of hedge funds."
A 2007 academic study rained on the alternative hedge fund metrics parade and claimed that the good old fashioned Sharpe ratio was all you needed. But another study released this spring suggests that alternative metrics such as the Sortino ratio, Omega ratio and Rachev ratio have a purpose after all.
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 Alternative Beta and Hedge Fund Replication.
