Tailoring Real and Alternative Assets to Illiquidity Appetite (Amundi)
Over the next decade, a more favorable macroeconomic backdrop will support higher expected returns across most…
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Hedge Fund Industry Performance Deep Dive – Q1 2025 (Aurum)
Dive deeper into: strategy and sub-strategy performance, performance dispersion, inter-strategy correlation, and…
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Systematic Strategies & Quant Trading 2025 (HedgeNordic)
In this issue of „Systematic Strategies and Quant Trading,“ HedgeNordic put together a collection of perspectives…
Bear Factor and Hedge Fund Performance (Journal of Empirical Finance)
We find that hedge funds that have low (negative) return covariance with the return of a bear spread portfolio (i.…
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Given the huge market volatility witnessed by investors so far in 2025, looking towards...
