Evaluating and Implementing Alternative Investment Strategies

evaluating implementing alternative strategies

John Hancock and Wilshire Associates have partnered on this research paper to provide advisors and other professional investors with a look inside the institutional process for selecting alternative investment strategies.This comprehensive and detailed report walks through some of the reasons for using alternative investment strategies, how ... [read more]

Litman Gregory Report on the AQR Diversified Arbitrage Fund

litman gregory aqr diversified arbitrage

Litman Gregory, a financial advisory and research firm in Orinda, California, provides a detailed review of AQR's Diversified Arbitrage Fund. In the due diligence report, they review the following areas of the fund:Background and objective Investment team Investment philosophy and process Portfolio construction and risk managementIn ... [read more]

The Emergence of Liquid Alternatives and the Case for Managed Futures Mutual Funds

In this paper, William Marr and Alexander Rudin, CEO and Director of Research, respectively, of Ramius, provide an overview of the liquid alternatives marketplace and go on to provide an in-depth discussion of managed futures mutual funds. In this latter section, they discuss the liquidity aspects of managed futures portfolios and how these ... [read more]

Trends in State Pension Asset Allocation and Performance

Cliffwater's 2012 annual report on the trends in state pension plan investments highlights the impact of alternative investments on long-term pension plan returns. While not the complete answer for helping plans get to their targeted actuarial rates of return, typically in the 7.5 - 8.0% range for most plans, alternatives have helped boost returns ... [read more]

The Case For Alternative Alpha

In "The Case For Alternative Alpha: Better, cheaper, more liquid access to top hedge fund returns," AlphaClone's CEO, Maz Jadallah, makes a clear case for how and why to seek out "hedge fund alpha," and explains how it is different from "hedge fund beta." While there are products in the market that attempt to replicate the average hedge fund return ... [read more]