Investment Strategies – Page 23
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Special Report
Quant: Integrated circuit
What happens when a big, traditional asset management company sets out to diversify its risk and revenue streams by acquiring a smaller team of successful quants? Rob Job, head of business development at quants specialist PanAgora Asset Management, outlines his firm’s model of an operating committee with “business-oriented people” like ...
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Special ReportCredit: At the cliff edge
An IPE snap poll suggests that even at the bottom of the nastiest bear market and the top of the longest bull market in history, portfolio positioning is far from simple. Martin Steward reports
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Special Report
Credit: Steady as she goes
Even Europe’s most sophisticated pension funds took a sober view of the greatest credit value opportunity of all time, finds Lynn Strongin-Dodds
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Special Report
Quant: Man vs Machine
Andrew Kaplan offers his reflections as a fundamental value investor who found himself working at a ‘quant shop’
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Asset Class Reports
US Equities: 20 heads are better than one
Joseph Mariathasan takes a look at Neuberger Berman’s Flexible All Cap US Equity strategy
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Interviews
Across the Gulf… and into the world
Limestone Asset Management launched its first fund, the New Europe Socially Responsible fund, in July 2008. Great timing: it was down 47% by December. But, that was 2.6 percentage points better than its benchmark, the Stoxx EU Enlarged Total Market index. And it made quite a comeback: when it ended 2009 up 83.1%, it left the index trailing by 42 percentage points – outperformance which it has built on since.
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Special Report
Quant: An alternative Aspect
Martin Steward talks to Martin Lueck about why systematic managed futures shone in 2008 while other quantitative strategies sank
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Features
The small print on alternatives
Pension schemes spare no expense buying ‘proper advice’ on investment matters – but often neglect to seek it on their investment vehicles. Winston Penhall outlines the legal niceties of private equity and hedge fund investments
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Features
In pole position to become CEE hub
The Warsaw Stock Exchange is proving a favourite with CEE-originated IPOs and emerging CEE countries. Iain Morse reports
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Special Report
Credit: Thinking beyond the benchmark
D William Kohli discusses the need for a broader opportunity set in a rising rate environment
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Features
Building Bubbleville?
Emma Cusworth asks if there is enough infrastructure for sale to cope with investor demand – and how to buy it cost-effectively
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Asset Class Reports
US Equities: Concentration on quality
High quality franchises with a global outlook can deliver returns well ahead of the US market, finds Joseph Mariathasan. But it can be a bumpy ride
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Special Report
Credit: X marks the spot
The hinterland between investment grade and high yield delivers an intriguing risk profile. But Martin Steward also finds that it has been changing rapidly
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Special ReportCredit: Yielding products, rising rates
Roy Kuo and Emily Upson run through the characteristics and recent performance of a range of yielding products, offering portfolio solutions for a rising rates environment
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Special Report
Quant: Down but not out
Each crisis delivers useful lessons to the quants world, writes Iain Morse. What did the last one teach us about the optimal conditions and most dangerous risks for model-driven strategies?
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Special Report
It’s still a man’s world
Nina Röhrbein finds out whether diversity on company boards help stave off crises by bringing fresh thinking and different skills?
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Special Report
Quant: Quant surveyors
As the recent AXA Rosenberg episode revealed, systematic quantitative investment promises the ideal in transparency and integrated risk-management – as long as managers’ corporate governance is equally systematic. Martin Steward reports
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Special Report
Commodities: Whipping up the amber waves
Commodity futures investors are not ‘evil speculators’, finds Martin Steward. But do they enable the farmers who are?
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Special Report
Commodities: Beyond oil
Lynn Strongin Dodds considers the extra diversification benefits available from commodities with weaker links to the industrial cycle
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Asset Class Reports
Private Equity: Keep a clear head
Growth in earnings rather than gearing will be the key to future private equity success, finds Joseph Mariathasan. But where to find it when the developed world expects economic growth to remain depressed?
