[BOOK][B] Asymmetric returns: The future of active asset management

AM Ineichen - 2011 - books.google.com
In Asymmetric Returns, financial expert Alexander Ineichen elevates the critical discussion
about alpha versus beta and absolute returns versus relative returns. He argues that …

[BOOK][B] The Principles of alternative investments management: a study of the global market

E Sokołowska - 2015 - books.google.com
The purpose of this book is to present the principles of alternative investments in
management. The individual chapters provide a detailed analysis of various classes of …

Using tracking error volatility to check active management and fee level of investment funds

R Luca - Global Business and Economics Review, 2012 - inderscienceonline.com
The risk management department usually imposes to asset managers a maximum value of
the tracking error volatility (TEV), but it does not establish a rule on TEV to understand …

The Principles of Alternative Investments Management

E Sokołowska - 2015 - Springer
The beginning of the twenty-first century was characterized by a rapid increase in the value
of the assets being managed as alternative investments. The process of further development …

[BOOK][B] Reconciling tev and var in active portfolio management: A new frontier

R Lucchetti, M Nicolau, G Palomba, L Riccetti - 2022 - docs.dises.univpm.it
This article investigates the risk-return relationship of managed portfolios when two risk
indicators, the Tracking Error Volatility (TEV) and the Value-at-Risk (VaR), are both …

[BOOK][B] Minimum tracking error volatility

L Riccetti - 2010 - docs.dises.univpm.it
Investors assign part of their funds to asset managers that are given the task of beating a
benchmark. The risk management department usually imposes a maximum value of the …

Evaluating the Performance of Alternative Strategies Relative to Long-Only Public Market Benchmarks

JLP Brunel - The Journal of Wealth Management, 2021 - pm-research.com
The performance of alternative strategies is notoriously challenging to analyze. Beside the
fact that managers often profess to be agnostic as to the kind of risk they should be taking …

Knowledge Management in Asset Management

E van Gelderen CFA FRM, A Monk - Available at SSRN 2642467, 2015 - papers.ssrn.com
The idea that superior knowledge is required to drive financial outperformance runs counter
to some of the most pervasive theoretical frameworks used by investors today. The Efficient …

Hedge Funds-A case study on Brummer & Partners Hedge Fund Helios 2xL-A Multi Strategy Fund with Leverage

R Törnqvist, A Taylor - 2006 - gupea.ub.gu.se
The expression “hedge” can be seen as protection and Alfred Winslow Jones was the one
who started the first hedge fund in 1966. He implemented an investment technique by using …

[PDF][PDF] Backtesting von Total Return-Strategien

M Schweighofer - 2015 - scholar.archive.org
Kurzfassung Total Return-Strategien beschränken ähnlich wie Absolute Return-Strategien
den möglichen Wertverfall eines Portfolios und haben somit eine rechtsschiefe …