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Taking an asset-liability management approach to private wealth management

While the private banking industry is in general relatively well equipped on the tax planning side, with tools that can allow private bankers to analyse the situation of high net worth individuals operating......

Hedge Funds Review | 11 Jan 2010

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Hedge Funds

Has there been excessive speculation in the US oil futures markets?

In October 2008 the EDHEC Risk and Asset Research Centre appealed for the evaluation of the oil futures markets to be based on a careful examination of empirical data. In the EDHEC-Risk paper The Oil Markets:......

Hedge Funds Review | 21 Dec 2009

Indexes

Performance of passive hedge fund replication strategies

Following initiatives by major investment banks, the financial industry has expressed renewed interest in passive hedge fund replication.

Hedge Funds Review | 11 Nov 2009

Investors

Fund performance raises specific issues

Unlike the returns of common stocks and mutual funds, hedge fund returns are generally not normally distributed.1,i This has considerable consequences on a number of hedge fund risk measures, as presented......

Hedge Funds Review | 12 Oct 2009

Indexes

Hedge fund replication products

In 2007 an EDHEC study on passive hedge fund replication1 highlighted the inability of existing products to meet investors' needs for hedge fund replication. The factor replication approach fails to deliver......

Hedge Funds Review | 01 Feb 2009

Asset Management

Alternatives as inflation hedges

Most of modern asset pricing theory and portfolio selection analysis is based on fund separation theorems. These, in a nutshell, advocate that performance and risk are two conflicting objectives that are......

Hedge Funds Review | 01 Jan 2009

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