SIG has chosen to partner with London based Aspect Capital and is seeking the sort of returns generated by Aspect's Diversified Programme – the Company's flagship investment strategy which caters primarily to large sophisticated institutional investors and has a 12 year plus track record.
According to Jean-Louis Nakamura, CIO Asset Allocation and Jerome Teiletche, Head of Systematic Strategies and Alternative Portfolio Construction at Lombard Odier, the Risk parity approach is a growing interest to pension funds ...
Discus Fund, one of CFM flagship funds, posted 23 percent year-to-date positive returns as of october end, the best performance amongst all the global systematic funds. This is the confirmation the know-how of the French manager which has shown exceptional trackrecords for more than 10 years…
Are these abrupt changes only an indication of the risks of the market, or is it investment behaviour which favours the occurance of these extreme risks ? These are the question tackled in the last « White Paper » of Lyxor
Munich Re has acquired coverage for US hurricane and European windstorm risks with a total volume of US$ 100m from the special-purpose vehicle Queen Street IV Capital Limited, which in turn has placed a catastrophe bond for this amount in the capital markets...