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All About Alpha wrote a new blog post titled DB: Investors Newly Optimistic About Hedge Funds
Deustche Bank recently released its Alternative Investment Survey, the 16th annual.  This year the questionnaires received replies from 436 global hedge fund investors, with assets under management of $2.1 trillion, who shared their insights, sentiments, and allocation plans.  Glenn Bunn, co-head of Prime Finance at DB, said in a statementRead More
2 days ago
All About Alpha wrote a new blog post titled What Family Offices Want From Alternative Investment Managers
By Diane Harrison Competition within the alternatives sector for family office investments is at an all-time high, as these investors get more comfortable with the range of assets available to them and their general understanding of alternatives rises. Fund managers want to win these wealthy investors over, but often findRead More
3 days ago
All About Alpha wrote a new blog post titled What about beta?
By Bill Kelly, CAIA Association CEO As the 2018 calendar turned to February, the long-anticipated volatility came back with a vengeance, but why were so many, so surprised.  As long-term investors, I point out what might be the obvious.  The first fissures of this new normal arrived on Friday Feb 2Read More
3 days ago
All About Alpha wrote a new blog post titled Eurekahedge: Greater China Mandates Pay Off for January
A new Index Flash Update from Eurekahedge says that hedge funds are off to a positive start to 2018. The industry globally gained 2.26% in January. Among developed world mandates, North American hedge funds were up 1.89%, followed by those of Japan and Europe, which gained 1.28% each. Higher numbersRead More
4 days ago
All About Alpha wrote a new blog post titled What about beta?
A View From CAIA By Bill Kelly, CAIA Association CEO Shadow or not, the groundhog brought volatility out of its burrow on February 2nd, and it is safe to say that it will persist for a lot longer than the six weeks of additional winter in the Northeast part ofRead More
5 days ago
All About Alpha wrote a new blog post titled PE Funds and the Causal Arrow
A new report published by the Copenhagen Business School looks into the consequence of private equity investment on an industry-by-industry basis. The authors find that “industries where private equity funds invest grow more quickly [than others] in terms of total production and employment, and appear less exposed to aggregate shocks.”Read More
6 days ago
All About Alpha wrote a new blog post titled Urgent vs. Important: Barriers to Digitization in Alternative Investing
KPMG International and CREATE-Research have jointly prepared a report about the digitization imperative for alternative investment management. The report includes within that term both hedge funds and private equity. Early on, its authors list eight key digital innovations that are reconstructing the industry: Application programming interfaces; cognitive technology and machineRead More
9 days ago
All About Alpha wrote a new blog post titled PE and VC Opportunities in 21st Century India
ARA Law, a firm based in Mumbai and Bangalore, India, has issued a paper on private equity and venture capital in that country. In a foreword, firm founder Rajesh N. Begur observes that there is a positive dynamic now at work in India’s economy, one that in his view “canRead More
11 days ago
All About Alpha wrote a new blog post titled Gold as a Strategic Asset
The World Gold Council has recently posted its analysis of the continued relevance of gold. As one might expect from the source, the WGC finds that gold is a strategic asset that can play several valuable roles in a portfolio. Toward this end, the paper offers a chart of gold’sRead More
13 days ago
All About Alpha wrote a new blog post titled SSGA on Smart Beta
State Street Global Advisers has put out a “Complete Guide to Smart Beta.” A preface by Lynn S. Blake explains that the focus of the paper is not on equity products but on “exciting new developments in the fixed income world.” Within that space, multi-factor strategies will proliferate going forward.Read More
16 days ago
All About Alpha wrote a new blog post titled S&P on Reading VIX
S&P Dow Jones Indices has put out a paper offering market participants without patience for “academic rigor” an accessible guide to the so-called “Fear Index,” the VIX, calculated from the prices of a specific basket of S&P options. The contributors to the paper are: Tim Edwards, S&P Global senior director,Read More
18 days ago
All About Alpha wrote a new blog post titled WHAT’S A FIT FOR YOU MAY NOT BE RIGHT FOR ME
Introduction to Khosla Price Sensitivity RatioTM (KPSR)                    By Tanuj Khosla, CFA, CAIA, MBA A typical issue of a Eurobond in Asian bond markets follows the below mentioned steps: The bookrunners take a company on an investor ‘roadshow’ across different global locations including but not limited to Hong Kong, Singapore,Read More
19 days ago
All About Alpha wrote a new blog post titled Ceres Report Evaluates Value of Early-Stage Clean Energy
A recent publication from Ceres, a nonprofit organization devoted to promoting sustainability as a goal in both investing and corporate governance, looks at the value that early-stage clean energy products offer venture capitalists. The publication is the work of a team of five “lead authors and key contributors,” including threeRead More
20 days ago
All About Alpha wrote a new blog post titled Unsophisticated Techniques of Equity Factor Investing Still Prevail
EDHEC Risk Institute, in collaboration with ERI Scientific Beta, surveyed 114 investment professionals between June and September 2017 about their motivation and interests with regard to equity factor strategies. It found that many, especially on the asset owners’ side of things, were strikingly distant from the state-of-the-art in analytical approachesRead More
23 days ago
All About Alpha wrote a new blog post titled Sovereign Wealth Funds, UN Goals, and Hedge Fund Fees
Dr. Rajiv Sharma has written an extensive literature review of “sovereign wealth funds’ investment in sustainable development sectors” for the UN sponsored high-level conference on Financing for Development. Sharma is research director, global projects center, at Stanford University. He writes in this review that there are “a number of issuesRead More
25 days ago
All About Alpha wrote a new blog post titled Muster Drill: To the Value Lifeboats
By Scott Opsal While we’re not calling for an imminent market top, we are keeping a diligent watch from the crow’s nest for signs of a coming market correction. Equity investors worried that there is a bear-shaped iceberg looming somewhere in 2018 should be evaluating defensive portfolio strategies that wouldRead More
25 days ago
All About Alpha wrote a new blog post titled The Rationality (or Otherwise) of Public Pension Fund Managers
A new research paper from the Stanford University Graduate School of Business discusses the rationality (or otherwise) of the return expectations of institutional investors, with especial reference to public pension funds. It finds that the returns that pension fund managers expect from their investments are extrapolated from the returns thoseRead More
27 days ago
All About Alpha wrote a new blog post titled What CTAs Think about Bitcoin Futures
A new BarclayHedge study indicates that the majority of commodity trading advisers surveyed are unenthusiastic about the new Bitcoin futures. Specifically, asked “do you consider Bitcoin futures to be a valuable/useful addition to a diversified futures portfolio?” nearly three quarters (73%) said “no.” The sample for this survey included firmsRead More
30 days ago
All About Alpha wrote a new blog post titled KPMG’s Report Cards on Real Assets
KPMG has posted a new paper looking at the role of real assets (defined as “anything where there is a tangible/physical asset being traded”) within a portfolio, with a focus on opportunities for U.K. based institutional investors, especially pension schemes. It begins with a brief survey of the field. RealRead More
32 days ago
All About Alpha wrote a new blog post titled Firms of the Near Future: Process and Product Innovators
Last summer the Boston Consulting Group put out a report on the global asset management industry, called “The Innovator’s Advantage.” The title was an allusion to a landmark 1997 book by Clayton Christensen, The Innovator’s Dilemma, which in turn was a forceful restatement of some old Schumpeterian ideas about theRead More
34 days ago