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S&p 500
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 2011
Factor Advisors launches spread ETFs for hedge fund traders
Factor Advisors has launched a family of exchange traded funds (ETFs) that provide exposure to leveraged spread positions through a single instrument.
Hedge Funds Review | 25 Feb 2011
Option pricing and hedging in the presence of cross-hedge risk
Dynamic hedging as an option is a possibility when the underlying asset is not available for trading and some other asset or portfolio is used as a substitute, although this may not always happen.
Hedge Funds Review | 31 Oct 2010
iShares unveils first European currency hedged equity ETFs
BlackRock’s exchange traded fund (ETF) platform iShares has launched five currency hedged ETFs, believed to be the first of their kind in Europe.
Hedge Funds Review | 01 Oct 2010
Tail risk five times more likely than expected
An analysis by investment management company Welton Investment Corporation has shown the average investor encountered a severe tail risk event five times more often than expected.
Hedge Funds Review | 23 Aug 2010
Deutsche Bank expands ETF range
Deutsche Bank has added a further seven exchange-traded funds (ETFs) to its DB X-Trackers platform.
Hedge Funds Review | 11 May 2010
iShares ETF focuses on US market
iShares has launched a new exchange traded fund (ETF) focusing on the US market. The iShares MSCI USA fund is listed on the London Stock Exchange (LSE).
Hedge Funds Review | 28 Apr 2010
Islamic investors remain on the sidelines
Shariah-compliant stocks underperformed the broader market in the Gulf Co-operation Council (GCC), US and Europe in the third quarter, according to the latest Shariah Scorecard published by Standard &......
Hedge Funds Review | 03 Nov 2009
Market has yet to hit bottom say institutional investors
Over a quarter (27%) of institutional investors think the market has yet to hit its bottom. Investors based outside the US are even more pessimistic with well over a third (41%) still waiting for the markets......
Hedge Funds Review | 14 Oct 2009
F-Squared Investments to sub-advise on Virtus funds
Virtus Investment Partners has selected F-Squared Investments, a quantitatively-based, boutique investment company, as sub-adviser to the Virtus AlphaSector Rotation Fund and the Virtus AlphaSector Allocation......
Hedge Funds Review | 06 Oct 2009
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