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Special Report on

Risk Managed Absolute Return Strategies

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It seems that after losing their shirts in equity beta, a surfeit of pension funds are now swearing off portable alpha strategies.  Late last year, we discussed how the Pennsylvania State Employees Retirement System (SERS) had taken an equity bath during 2008.  And Pensions & Investments reports this week on two other major public plans – in Massachusetts and Colorado – that have opted to call it day when it comes to portable alpha.  Even the mythical California Public Employees Retirement System (CalPERS) has recently decided to wrap up its portable alpha program (Ed: Great reporting in these P&I pieces btw.  Well ...
attributes of textual news stories. Some of these attributes are: sentiment, relevance, and novelty. Expressing news stories as numbers permits the manipulation of everyday information in a mathematical and statistical way. News analytics are used in financial modeling , particularly in quantitative and algorithmic trading . They are usually derived through automated text analysis and applied to digital texts using elements from natural language processing and machine learning such as latent semantic analysis , support vector machines , "bag of words" among other techniques.
Hedge Fund Ucits Boom? | zero hedge
Michael Hudson: "Europe is committing fiscal suicide – and will have little trouble finding allies at this weekend’s G-20 meetings in Toronto." This is Part 2 of a major four part series dealing with what I feel is the primary question investors must now answer: is our future to be inflation or deflation? The answer has vast implications to our investment planning and decisions for the near term, and possibly for our long term. It is a very complex question with a lot of moving parts involving economics and politics. I think Obama and Geithner will get roasted up in Toronto this weekend. Does it mean anything to the ... market research, surveys and trends
Hedge Fund Ucits Boom? « Finance Blog
Not like anyone cares what Moody’s thinks but if even the rating agency can not spin some data in a benign way, there likely are some major sandtraps in there. From Reuters: U.S. lawmakers hammered out a historic overhaul of financial regulations as dawn broke over the nation’s capital on Friday, handing President Barack Obama [...] about 1 day ago - No comments Accenture (NYSE: ACN) reported diluted earnings per share were $0.73, an increase of $0.05 over the same period last year. analysts average $0.69. ACN beats by $0.04 Third quarter net revenues were $5.57 billion, an increase of 8 percent in U.S. dollars and 4 ... market research, surveys and trends


Hedgefinger: September 2009
He’s not just good for marrying folksy business wisdom with aberrant sex fetish. He can also be counted on to bring up the pink elephant in the room (it helps if said elephant has huge cans) when no one else will. According to Andrew Ross Sorkin’s new book on the weeks following Lehman biting the big one, everybody was ready to sign off on a merger between Goldman and Wachovia until Buffett knocked his cane against some foreheads while asking, “Who does Hank Paulson work for? Think, McFly, think!” Sorkin reports that the deal, which was nearly consummated, would have merged Goldman Sachs and Wachovia. ... industry trends, business articles and survey research
Item 13a: Consolidated Investment Activity Report, Attachment 1
Jun 15, 2009 ... percent. Market volatility was the cause of the Policy breach and this violation was cured within ... Risk Managed Absolute Return Strategies Program Activity Report ... This represents a $348.2 million decrease in these ... industry trends, business articles and survey research
Analysis: Funds woo wary investors with "absolute returns"
(Reuters) - With volatility scaring many U.S. investors away from stocks, the mutual fund industry is finding that one of its hottest products is a type of hedge fund for the masses promising steady if unspectacular returns. Investors looking for safety poured $4.2 billion into "absolute return" mutual funds in first five months of 2010, up sharply from $394 million a year earlier, according to Thomson Reuters' Lipper unit. The funds invest in more complex instruments than conventional mutual funds, and tend to charge higher fees. Their missions vary, but most aim to deliver a positive return or beat inflation, ... market trends, news research and surveys resources
Small Investors Embrace Hedge Fund-Like Strategies
With the economic recovery recently turning bumpy, investors have grown wary of downside risk in their investment portfolios and are increasingly willing to give up some returns in exchange for protection from those risks. Volatility spiked in May, as concerns about European sovereign debt and a bigger-than-anticipated slowdown in China's economy shook the market's confidence. More than nine months into an economic recovery, you would expect investors to be reaching for high returns, but that's not the case, says Jeff Cusack, president of Forward Funds, who's seeing much greater interest in risk control. The ... market trends, news research and surveys resources


Risk Managed Absolute Return Strategies Program Policy
RISK MANAGED ABSOLUTE RETURN STRATEGIES PROGRAM. April 21, 2008. This Policy is effective immediately upon adoption and supersedes all previous Risk ... technology research, surveys study and trend statistics
Speaker Series '04-'05 : Tepper School of Business at Carnegie Mellon
Mr. Kahn is head of the Credit Facilitation Group at Lehman Brothers. His responsibilities include trading, hedging, and managing the firm’s loan and counter party exposure, as well as implementing internal pricing models and capital allocation systems for the firm’s loan business. He joined Lehman in 1992 and has served in numerous capital markets positions including liability management, derivatives marketing, and financial engineering prior to taking on his current responsibilities in 2001. Raymond received an MBA from the Wharton School of Business in 1992 and a BA in Economics from the University of ... technology research, surveys study and trend statistics
I would like to see a list of risk/merger arbitrage hedge funds ...
Bernstein advanced value, Bernstein global diversified, Bernstein global opportunities, Alliance high-grade, AllianceBernstein absolute-return credit Alpha Equity Management Amaranth Advisors Amaranth International, Amaranth Partners, Amaranth Capital Partners, Amaranth Global Equities American Express Asset Management Angelo, Gordon & Co. Merger Arbitrage, Distressed Securities, Convertible Hedging, Utility Hedging, Real Estate, Leveraged Loans and Private Equity Appaloosa Management Palomino Funds Appleton Capital Management (Ireland) AQR Capital Management Argent Financial Group (Bermuda) Argent LowLev Convertible Arbitrage ...
Mutual Funds: ------------------------- ..., guaranteed ...
I am indeed very grateful to you for your help on this matter. Your follow through is a testament to your professionalism. In your response I read the term "annuity wrapped" and "flexable annuity" when describing these products. Could you explain these terms a little more. Please note that my understanding of an annuity, is investing X today and at a later date receiving an ongoing income(often until death) which should equate to X+something. This is not at all the way the product was described to me. It was explained as you invest X now and after five years (and only after five years)you see the resulting ...