Main Topic March 2020: Liquid Alternatives
Technical Articles/Interviews
Liquid Alternatives: UCITS- und Offshore-Strategien
Absolut research, Januar 2020
Liquid Alternatives Marktentwicklung 2019
Absolut research, Januar 2020
Liquid Alternatives - Neue Vielvalt alternativer Anlagekonzepte
Absolut |alternative, 2019
Managed Futures - Diversifikationsvorteile in Krisenzeiten
Absolut |alternative, 2019
Haben Sie genug Risiko in Ihrem Portfolio? Wie lässt sich das feststellen?
Invesco, 2020
Nichts funktioniert immer
Diversifikation bei Liquid Alternatives
Metzler Asset Management, Dezember 2019
Supporting alternative investments
SimCorp 2019
The way forward for multi-asset front-to-back investment operations
SimCorp 2019
Bridging the GAAP with insurers and alternative investments
SimCorp 2019
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)
Statistics/Market Performance Data
Alternative Aktienfonds - Performance im aktuellen Volatilitätsumfeld
Absolut|analyse 01/2018
Managed Futures und der Kiss Effekt, oder, wer hat Angst vor teuren Märkten?
Aquila Gruppe (2018)
Qualitätsanalyse: Absolute Return- und Alternative-UCITS Fonds in Deutschland
Lupus alpha (Dezember 2019)