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Edhec

Audio: Solvency II directive could end hedge fund investment by European insurance companies

Draft Solvency II directive could mean European insurance companies (and possibly other institutional investors) will not be able to invest in hedge funds because of excessive capital requirements.

Hedge Funds Review | 27 Jan 2012 | screening image

fresh-fruits-vegetables

Audio: Hedge fund investors warned of pitfalls of share class restrictions

Hedge fund share class restrictions may have unintended consequences, research suggests. Fund flow affects future performance, a fall of up to 5.6% was observed in funds where there were outflows.

Hedge Funds Review | 27 Jan 2012 | screening image

Hedging pressure-based long/short commodity strategy used for third generation commodity index

Edhec has constructed a long/short commodity strategy capturing the risk premium in commodity futures markets and that can be used to design a third generation commodity index.

Hedge Funds Review | 20 Jan 2012

Academic analysis supports long/short commodity investing without regulatory intervention

Recent market volatility has revived the debate on the role of commodities in strategic and tactical asset allocation and led to an increasing recognition of the relevance of long/short strategies.

Hedge Funds Review | 04 Jan 2012

Equity volatility indexes give investors diversification but lack liquidity and choice

Equity volatility is a relatively new asset class. Although volatility indexes are only available for major markets, investors see them as a diversifier. Lack of liquidity and choice is an issue.

Hedge Funds Review | 31 Oct 2011

Dynamic allocation strategies using exchange traded funds

Exchange traded funds (ETFs) are a natural for investors to put into effect strategies that profit from value and momentum across sector indexes since ETFs are a liquid investment medium.

Hedge Funds Review | 03 Oct 2011

Funds of hedge funds performance stuck in negative territory

Investors are concerned that almost 80% of funds of hedge funds are showing negative performance for 2011 at the end of August, according to research by Lyxor. Asset Management

Hedge Funds Review | 03 Oct 2011secure

People moves

The latest appointments within hedge funds and funds of hedge funds as well as related service industries

Hedge Funds Review | 13 Sep 2011secure

Regulatory debate continues on merits of short selling in turbulent markets

Regulators continue to disagree on rules to curtail short selling. Empirical evidence suggests constraining short sales significantly reduces market quality and can have unintended consequences.

Hedge Funds Review | 08 Aug 2011secure

Edhec research reveals negative correlation between private equity deal performance and duration

Research shows a strong negative association between performance and duration for private equity deals. Quick flips account for 12% of all PE investments with a median internal rate of return of 85%.

Hedge Funds Review | 04 Jul 2011secure

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