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Portfolio construction

BOOK REVIEW: The Great Investors

Glen Arnold sets out to inspire the next generation of great investors with an illuminating book on the master traders of the past.

Hedge Funds Review | 24 Mar 2011secure

Twenty and fifty pound notes

HedgeMark targets growth following BNY Mellon deal

BNY Mellon has taken a minority stake in HedgeMark through its Pershing subsidiary. The deal could turbo-charge the growth of the fledgling managed accounts platform, said HedgeMark CEO Ken Phillips.

Hedge Funds Review | 02 Feb 2011secure

Institutional investors set to increase allocations to hedge funds in return for better risk management

Institutional investors plan to increase allocations to hedge funds in 2011 but many want the industry to improve risk management, transparency and liquidity terms in exchange for higher allocations.

Hedge Funds Review | 01 Feb 2011secure

Ways to remedy the overstated performance of non-investable hedge fund indexes

Survivorship bias is one of the biggest causes of grossly overstated hedge fund index performance. Considering the returns of surviving funds alone leads to a strong upward bias.

Hedge Funds Review | 23 Dec 2010

Optimal portfolio selection in the presence of non-normally distributed asset returns

Research by Edhec shows that implementing hedge fund portfolio selection with higher-order moments can be achieved through suitable extensions of various statistical techniques.

Hedge Funds Review | 01 Dec 2010secure

Tera Capital Fund: Altima Asset Management

Highly commended: Most innovative fund of hedge funds

Hedge Funds Review | 24 Nov 2010

Alternative Equity: PM Capital Partners

Highly commended: Best performing specialist fund of hedge funds over 10 years

Hedge Funds Review | 24 Nov 2010

Banque Privée Edmond de Rothschild

Highly commended: Best high net worth/private client fund of hedge funds provider

Hedge Funds Review | 24 Nov 2010

Matrix Credit Opportunities: Matrix Group

Highly commended: Best sub-$100 million fund of hedge funds

Hedge Funds Review | 24 Nov 2010

Signet Emerging Opportunities Fund: Signet Capital Management

Highly commended: Best performing emerging markets fund of hedge funds

Hedge Funds Review | 24 Nov 2010

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