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Themenschwerpunkt März 2020: Liquid Alternatives

04. März 2020

Um insbesondere Branche, Investoren und die Öffentlichkeit noch zielgenauer und umfassender zu wechselnden AI-Themen zu informieren, präsentieren wir hier wechselnde Themenschwerpunkte, und zwar mit relevanten Fachartikeln, Studien, Marktdaten, regulatorischen Briefings und Veranstaltungshinweisen. Auch Nicht-Mitglieder können uns Ihre relevanten Dokumente zur Verfügung stellen; bitte kontaktieren Sie dazu Christina Gaul.


Anstehende Themen:
Private Equity (April)
Co-Investments and Secondaries (Mai)

Fachbeiträge/Interviews

Fachbeiträge/Interviews

Neu eingestellt März 2020:

Liquid Alternatives - Neue Vielvalt alternativer Anlagekonzepte
Absolut |alternative, 2019

Managed Futures - Diversifikationsvorteile in Krisenzeiten
Absolut |alternative, 2019

Haben Sie genug Risiko in Ihrem Portfolio? Wie lässt sich das feststellen?
Invesco, 2020

Nichts funktioniert immer
Diversifikation bei Liquid Alternatives
Metzler Asset Management, Dezember 2019

Supporting alternative investments

SimCorp 2019

The way forward for multi-asset front-to-back investment operations

SimCorp 2019

Bridging the GAAP with insurers and alternative investments
SimCorp 2019


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Liquid Alternatives - Marktentwicklung und Diversifikationspotenzial
Busack/Tille, Absolut|report 01/2018

Do Alternative UCITS Deliver What They Promise
Busack/Drobetz/Tille, veröffentlicht in Applied Financial Economics (November 2013)

Can Investors Benefit From The Performance Of Alternative UCITS
Busack/Drobetz/Tille, veröffentlicht in Financial Markets and Portfolio Management (Ausgabe 1/2017)

The Predictability of Alternative UCITS Fund Returns

Busack/Drobetz/Tille, Forthcoming Journal of Alternative Investments

The Case for Uncorrelated Strategies

Interview mit Fred Ingham, Neuberger Berman (August 2017)

Beta Blockers
Why investors may need more exposure to uncorrelated hedge fund strategies.
Fred Ingham, Neuberger Berman (Juli 2017)

US High Yield
Interview mit Hannah Stasser, Sky Harbor (September 2018)

Interview Prime Capital - LuxHedge
Vincent Weber, Prime Capital (November 2017)

Alternative Risikoprämien: Vorteile und praktische Erwägungen

Julien Malet/Dr. Florian Rehm, Unigestion, BAI Newsletter V/2018 (Oktober 2018)

Leitfäden/Whitepapers/Überblicke

Leitfäden/Whitepapers/Überblicke

Neu eingestellt März 2020:

Innovative ESG-Initiative für Senior Secured Loans
Invesco, Januar 2020

Absolute Return und Liquid Alternatives in Deutschland
Lupus alpha, 2019

Enttäuschende Rendite im ersten Halbjahr 2019
Im Langfristvergleich besser als Liquide Hedgefond
Lupus alpha, 2019

Volatilität als Anlageklasse
Lupus alpha, 2019

Consolidating with Alternative Investments Manager
SimCorp (2019)

Tackling the operational challenges of managing Alternatives
SimCorp (2019)

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Jenseit von Beta - Die Rolle Alternativer Investments in neuem Licht
AB Europe (April 2017)

Equity market neutral - die vielen Facetten einer marktneutralen Aktienstrategie
Aquila Gruppe (2018)

Künstliche Intelligenz - Chancen und Herausforderungen im quantitativen Aset Management
Aquila Gruppe (2018)

An integrated risk-budgeting approach for multi-strategy equity portfolios
BNP Paribas (Januar 2014)

Alternatives - Special Report
BNY Mellon (2018)

New Technologies Changing Asset Management: What Investors should Consider
BlackRock, Juli 2018

Volatility is back: Better to target returns or target risk?
Man Solutions (Februar 2018)
How to keep risk on in the good markets without having too much risk on in the bad markets, and keeping that balance right? This is a central problem for most asset allocators and CIOs, and it is a particularly pressing question when valuations are high and policy is changing. In this paper we discuss an approach to asset allocation which is based on actively targeting risk rather than forecasting returns. While by no means original in concept, advances in technology have made the implementation of such an approach significantly more practical in our view. Our simulations show that by applying techniques used by alternative managers to long only portfolios, the risk/return characteristics of the overall portfolio can potentially be improved by more than 500 basis points.

Brace for impact: Why this may be just the tip of the iceberg for an EM correction
Man GLG (Februar 2018)
We think that Emerging Markets debt should still experience a meaningful correction. Here, we attempt to explain the three key reasons for this view, namely: valuations, fundamentals, and positioning.

Is Value dead (again)?
Man Numeric (September 2018)
Is value dead? We believe the answer is no. There are certainly scenarios where we feel value could regain its mojo: namely, a rising inflationary and interest-rate environment that might reduce the attractiveness of longer duration (i.e., growth) assets. But whether or not that occurs, we believe value investors need to do a better job appreciating and valuing growth. The evidence we present in this paper does not suggest a once-in-a-generation opportunity in value, nor does it suggest that value is entirely broken and it is time to retreat.

How Risk Parity Can Cope with Rising Rates
Neuberger Berman (September 2018)

Chasing Your Tail
Neuberger Berman (Mai 2018)

Overview of Alternative Risk Premia (“ARP”) Strategies
Neuberger Berman (März 2018)

Utilizing Options to Mitigate the J Curve
Neuberger Berman (März 2018)

Liquid Alternatives - eine Einordnung
Prime Capital (2018)


Statistiken/Marktperformancedaten

Vortragsunterlagen/Reports

Vortragsunterlagen/Reports

BAI Webinar mit Lupus alpha
(Oktober 2019)

Webinar Alternative Asset Support

SimCorp, 2019

UCITS versus Offshore Hedgefonds? Immer noch David gegen Goliath?
Präsentation 7. FERI Hedgefonds-Investmenttag (September 2018)

Liquid Alternatives

Absolut|alternative 04/2018

Weiterführende Informationen des BAI zum Thema finden Sie hier:

BAI Newsletter V/2018

Vortragsunterlagen der BAI Insight 43 zum Thema "Wie 'smart' ist Smart Beta wirklich?
Vortragsunterlagen der BAI Insight 41 zum Thema "Alternative Solutions for uncorrelated returns"
Vortragsunterlagen der BAI Insight 37 zum Thema "Liquid Alternatives -  Inside the Black Box of Quantitative Investing" - auf Anfrage (gaul@bvai.de)