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The top 10 Hedge Fund papers of 2016

The most popular Hedge Fund research from last year

The Savvy Research team has curated this list of the most popular hedge fund white papers from 2016. They provide interesting insights into different aspects of the hedge funds industry, such as investor surveys, short selling, systematic investing, alternative beta, and more.

For more detail on specific strategies to generate alpha, see our topic sections on "alpha trading strategies" and "quant methods".

Graph Pen Top Hedge Fund papers

2016 Global Hedge Fund and Investor Survey (EY)
This 52-page paper by EY provides detailed insights into the state and outlook of the global hedge fund industry.

The Long and the Short of It: The Quant Shorting Advantage (QMA, 2016)
The paper by QMA Associates describes how short selling can allow investors to find alpha in often overlooked places.

Factor Investing and Risk Allocation: From Traditional to Alternative Risk Premia Harvesting (EDHEC, 2016)
This detailed paper by EDHEC-Risk Institute examines factor investing beyond traditional factors. It seeks to analyse what the best possible approach is for harvesting alternative long/short risk premia.

Institutional Investors in Hedge Funds Survey 2016 (JP Morgan)
This 76-page paper provides insights into the findings of JP Morgan's 13th Annual survey of institutional investors in hedge funds. It helps investors gauge the state of the hedge fund industry - trends and investment behavior.

Hedge Fund-ing the Pension Deficit (Cambridge Associates, 2015)
This research note by Cambridge Associates examines the role hedge funds can play in pension investment portfolios and why in the current environment particularly, they may be additive to a pension risk management strategy.

Global Alternatives Survey 2016 (Willis Towers Watson)
This detailed 99-page paper examines current trends in ten different alternative asset classes. The survey reveals how the preferences for alternative assets vary between different types of asset owner.

The alignment of interests between hedge fund managers and investors (AIMA, 2016)
This paper has been authored by the Alternative Investment Management Association (AIMA). It investigates the methods used to bring together the interests of hedge fund managers and hedge fund investors.

Systematic Investing - made simple guide (PLSA, 2016)
This guide has been authored by the PLSA. It examines the systematic macro style of hedge funds. The guide explains the concept, what it is and how it works.

The Changing World of Alternative Beta (bfinance, 2016)
When defining and implementing an alternative beta allocation, a lot can fall through the cracks. This paper by bfinance provides some helpful commentary on key practical issues (both theoretical and practical) that need to be taken into consideration.

Hedge fund financing challenges under Basel III and beyond (AIMA/S3 Partners)
This report seeks to "cut through some of the noise" and provide a clear overview of how Basel III and its associates rules have affected hedge fund managers so far. The report also explores ways in which the relationship between hedge fund managers and prime brokers and other financing counterparties might change over the coming years.