SPECIAL REPORTS ARCHIVE » 2007 » ASSET ALLOCATION
The spectre of diminishing returns
01 May, 2007
With returns falling and correlations to equities rising, the knives are out for hedge funds. But, as Elisa Trovato reports, profit can still be derived through consideration of manager investment style and performance
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Active allocation is an asset – not a headache
01 May, 2007
Asset growth by multi-managers in recent years is testimony to their ability to create optimal portfolios of alpha and beta and capture the best of traditional and alternative investment managers, writes Christian Elsmark
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Boosting diversification, reducing downside risk
01 May, 2007
Hedge funds, which provide both portfolio diversification as well as superior risk-adjusted performance, are becoming increasingly popular, making them one of the fastest growing areas of investment management. Carl Dunning-Gribble explains
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