All articles by Mathieu Vaissié – Page 2

  • Features

    A match made in heaven

    June 2005 (Magazine)

    In the aftermath of the bursting of the internet bubble, pension funds were forced to cope with an extremely unfavourable environment. Stock markets were plunging and interest rates were falling to historically low levels. Pension funds in general, and European pension funds in particular, have therefore seen the gap between ...

  • Features

    Only one strategy makes it

    April 2005 (Magazine)

    As can be seen from table 1, all hedge fund strategies fell short of their long-term average performance in January. Three out of five strategies even posted negative returns. These poor results, which are in sharp contrast to the good performance of Q4 2004, were mainly due to an unfavourable ...

  • Features

    Hedge strategies still dominant

    March 2005 (Magazine)

    December was globally a good month for hedge fund strategies, especially when compared to the disappointing performance in 2004 as a whole. But as shown in table 1, the performance of the different strategies was mixed in December. While the convertible arbitrage and CTA global strategies fell short of their ...