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Hedge Funds

Costs cast increasing doubt over hedge fund relevance

The inability to scale hedge fund exposures and risks, has led many large investors, like CalPERS this week and ATP last year, to exit their hedge fund programs. Complexity continues to be a drain on the relevancy of hedge funds, but importantly cost is driving the agendas of these investors. As AQR’s Cliff Asness admits, […]
Amanda WhiteSeptember 17, 2014
Uncategorised posts

Breaking bad habits: why investors aren’t good at asset allocation

Institutional investors act like momentum investors, chasing returns, even over longer time horizons according to Asset Allocation and Bad Habits, a new research paper that looks at the impact of past returns on asset allocation. The paper commissioned by Rotman-ICPM and authored by Amit Goyal professor at Univeriste de Lausanne, Andrew Ang professor at Columbia Business […]
Amanda WhiteJune 19, 2014
Technology

The power of innovation

From allocating assets in order to achieve a healthy funding status, to keeping up with technology that analyses portfolio risk, the challenges of asset owners are relentlessly evolving. For asset managers, like AQR, the key to their own evolution and success is how to be more relevant to clients. AQR keeps clients’ needs firmly within […]
Amanda WhiteApril 2, 2014
Investor Profile

Seeking partners in Alaska

The $46-billion Alaska Permanent Fund Corporation (APFC) will launch PCIO, a private equity version of its successful external chief-investment-officer partnerships, and is looking for partners now. When the fund moved to a risk-based factor allocation a few years ago, it allocated mandates under its special opportunities bucket to five managers – PIMCO, GMO, Bridgewater, AQR […]
Amanda WhiteAugust 2, 2013
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