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Replication

Investable indexes: December 2011 returns

Broad hedge fund performance was down or flat for the end of 2011, with returns for the year in negative territory. There was some positive performance to be found in specific strategies.

Hedge Funds Review | 31 Jan 2012

drop-index

Man Group predicts increasing interest in managed account platforms

Man Group expects more pension fund administrators as well as institutional investors to favour infrastructure managed accounts in future. Asian and US investment is also expected to grow.

Hedge Funds Review | 31 Oct 2011

Swiss family offices warming to fund of hedge funds investment

Swiss family offices are regaining faith in funds of hedge funds (FoHF) with adequate liquidity terms, fee structures and concentration of underlying managers, Frontier Investment Management claims.

Hedge Funds Review | 19 Jul 2011secure

Investors tracking maturity-enhanced commodity indexes face liquidity risk

An analysis of commodity indexes shows there is some economic value from trading distant contracts beyond a fair compensation for taking liquidity risk.

Hedge Funds Review | 01 Jun 2011secure

Investors cautioned to think twice about absolute return funds

Investors should be wary of any hedge fund purporting to be an ‘absolute return fund”. It can mean quite different things to different people. New approaches and structures may help minimise the risk.......

Hedge Funds Review | 06 May 2011secure

Option pricing and hedging problems cause basis risk

Option pricing and hedging cause problems when a futures contract is written on the underlying asset for the underlying asset. Using the optimal strategy is likely to generate meaningful welfare gains.......

Hedge Funds Review | 04 Apr 2011secure

Brinker offers absolute return strategy aimed at smaller institutions

Brinker Capital, an $11 billion US asset manager, has launched an absolute return global tactical asset allocation strategy aimed at small and mid-sized institutional investors.

Hedge Funds Review | 26 Mar 2011secure

Investcorp to introduce range of systematic hedge funds

Investcorp is preparing to launch a series of funds that will provide exposure to popular hedge fund strategies through a systematic trade-based ­implementation process.

Hedge Funds Review | 01 Mar 2011secure

Palaedino and Alix Capital jointly launch Ucits investable index fund

Palaedino Asset Management, advisor to the Axiom Fund, and Alix Capital, provider of the Ucits Alternative Index, have teamed up to launch the Axiom Ucits Alternative Investable Index Fund.

Hedge Funds Review | 01 Dec 2010secure

Barclays Capital launches hedge fund replicator fund

Barclays Capital has unveiled a Ucits-compliant fund giving investors exposure to hedge funds through an underlying index.

Hedge Funds Review | 19 Oct 2010secure

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