Latest Special Reports – Page 96
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Special Report
Quant: Of arms and the market
High frequency trading not only borrows military technology, it also looks like an arms race on a global liquidity battlefield. Stuart Baden Powell asks if innocent bystanders are getting hurt
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Quant: Man vs Machine
Andrew Kaplan offers his reflections as a fundamental value investor who found himself working at a ‘quant shop’
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Credit: Steady as she goes
Even Europe’s most sophisticated pension funds took a sober view of the greatest credit value opportunity of all time, finds Lynn Strongin-Dodds
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Special ReportCredit: At the cliff edge
An IPE snap poll suggests that even at the bottom of the nastiest bear market and the top of the longest bull market in history, portfolio positioning is far from simple. Martin Steward reports
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Top 400: Leading soundbites
IPE questioned CEOs, CIOs and other senior figures in investment management
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Top 400: Non-financial risks in the European fund management industry
Samuel Sender discusses non financial risks in asset management and outlines some ways in which their effects can be countered
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Top 400: Towards a unified code of conduct
A universal code of conduct for asset managers will raise confidence among investors, argues Nitin Mehta
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Top 400: The consumer rules
Charles Muller assesses recent EU legislative developments aimed at enhancing consumer protection in asset management products
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Top 400: Balancing compliance with business growth
Flexibility is the key to overcoming the threat to growth caused by an abundance of new legislation, argues John Mayr of SimCorp
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Top 400: Clients and distribution
Peter Ellis outlines a four-point business structure for asset managers
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Special ReportTop 400: Active management - tipping the odds in your favour
The question of active versus passive management has long faced investors, argues Roz Amos
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Top 400: Diamonds and duds - what will shine and what will fail?
John Nestor reviews the results of the fourth AIMSE diamonds and duds poll and considers how views have changed
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Top 400: Hedge funds coming of age
The credit crunch is forcing a reckless teenager to become a responsible adult, according to Amin Rajan
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Credit: Anatomy of a crisis
Joseph Mariathasan takes us on a tour of the crash and recovery, asks where bond investors should be looking next – and reminds us that credit is never, ever, a free lunch
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Quant: Quant surveyors
As the recent AXA Rosenberg episode revealed, systematic quantitative investment promises the ideal in transparency and integrated risk-management – as long as managers’ corporate governance is equally systematic. Martin Steward reports
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Quant: An alternative Aspect
Martin Steward talks to Martin Lueck about why systematic managed futures shone in 2008 while other quantitative strategies sank
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Quant: Down but not out
Each crisis delivers useful lessons to the quants world, writes Iain Morse. What did the last one teach us about the optimal conditions and most dangerous risks for model-driven strategies?
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Credit: X marks the spot
The hinterland between investment grade and high yield delivers an intriguing risk profile. But Martin Steward also finds that it has been changing rapidly
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Special Report
Credit: Thinking beyond the benchmark
D William Kohli discusses the need for a broader opportunity set in a rising rate environment
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Special ReportCredit: Yielding products, rising rates
Roy Kuo and Emily Upson run through the characteristics and recent performance of a range of yielding products, offering portfolio solutions for a rising rates environment
