1512 briefings from 400 companies
Absolute returns briefings
Hedge funds diversify by accessing idiosyncratic risk exposures - The proportion of a fund’s returns that are attributable to alpha, as opposed to beta, therefore matters a lot – as can be seen in this analysis of which strategies delivered the most alpha in 2013.
Published:19 May 2014
The IMA’s Absolute Return Sector has become one of the industry’s whipping boys. If we are to believe the hype, Absolute Return funds are expensive, risky and poorly performing. Are they simply misunderstood or is their longterm survival in jeopardy? Was it all just a fad?
Published:30 November 2012