All Absolute Return Funds articles – Page 2
-
White papers
Implementing absolute return in a multi-asset framework
Institutions face challenges in a low-return market environment frequently interrupted with phases of high volatility. Many are seeking to improve portfolio risk-adjusted returns (Sharpe ratio) without sacrificing return objectives. Logically, two approaches are possible: pursuing a portfolio’s required rate of return with less volatility, or seeking to increase returns without ...
-
White papersNot all active managers are created equal: what to look for and why
This paper challenges the notion that active fund management – in aggregate and after fees – is a negative sum game. Indeed, the reward for selecting exceptional managers who deliver net outperformance can be a significant uncorrelated source of investment return.
-
White papers
Improving portfolio efficiency with multi-asset absolute return strategies
Most institutional investors are searching for strategies to improve risk-adjusted returns (Sharpe ratio) without sacrificing return.
- Previous Page
- Page1
- Page2
- Next Page
