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Main Topic March 2020: Liquid Alternatives

23. September 2020

Guidelines/Whitepapers/Studies

New Technologies Changing Asset Management: What Investors should Consider
BlackRock, Juli 2018

Innovative ESG-Initiative für Senior Secured Loans
Invesco, Januar 2020

Absolute Return und Liquid Alternatives in Deutschland
Lupus alpha, 2019

Enttäuschende Rendite im ersten Halbjahr 2019
Im Langfristvergleich besser als Liquide Hedgefonds
Lupus alpha, 2019

Nach großen Verlusten im März 2020: hohe Mittelabflüsse trotz starker Erholung (in German)
Lupus alpha, February 2021

Volatilität als Anlageklasse
Lupus alpha, 2019

Volatility is back: Better to target returns or target risk?
Man Solutions (Februar 2018)
How to keep risk on in the good markets without having too much risk on in the bad markets, and keeping that balance right? This is a central problem for most asset allocators and CIOs, and it is a particularly pressing question when valuations are high and policy is changing. In this paper we discuss an approach to asset allocation which is based on actively targeting risk rather than forecasting returns. While by no means original in concept, advances in technology have made the implementation of such an approach significantly more practical in our view. Our simulations show that by applying techniques used by alternative managers to long only portfolios, the risk/return characteristics of the overall portfolio can potentially be improved by more than 500 basis points.

Brace for impact: Why this may be just the tip of the iceberg for an EM correction
Man GLG (Februar 2018)
We think that Emerging Markets debt should still experience a meaningful correction. Here, we attempt to explain the three key reasons for this view, namely: valuations, fundamentals, and positioning.

Is Value dead (again)?
Man Numeric (September 2018)
Is value dead? We believe the answer is no. There are certainly scenarios where we feel value could regain its mojo: namely, a rising inflationary and interest-rate environment that might reduce the attractiveness of longer duration (i.e., growth) assets. But whether or not that occurs, we believe value investors need to do a better job appreciating and valuing growth. The evidence we present in this paper does not suggest a once-in-a-generation opportunity in value, nor does it suggest that value is entirely broken and it is time to retreat.

Chasing Your Tail
Neuberger Berman (Mai 2018)

Overview of Alternative Risk Premia (“ARP”) Strategies
Neuberger Berman (März 2018)

Utilizing Options to Mitigate the J Curve
Neuberger Berman (März 2018)


Liquid Alternatives - eine Einordnung
Prime Capital (2018)

Consolidating with Alternative Investments Manager
SimCorp (2019)

Tackling the operational challenges of managing Alternatives
SimCorp (2019)

Presentation Materials

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