A Bias to Event Driven and Equity Arb Over Equity L/S for DB Wealth Mgt

From  Deutsche Asset & Wealth Management*   Event-driven Equity special-situation-orientated managers and those running moderate net exposures (i.e. with long and short exposures to the market that are roughly in balance) continue generally to fare better than their credit and more directional peers. Within the merger-arbitrage sector, we prefer nimble and smaller managers which can […] Read more »

Normalisation of Correlation and Dispersion Gives Hedge Funds Opportunities

By Jeanne Asseraf-Bitton, Head of Cross Asset Research, Lyxor Asset Management   Risk assets are set to generate positive returns for the remainder of 2013 driven by a slowly expanding global economy and ultra accommodative monetary policy. We believe that the familiar pattern from the last three years of 2Q data disappointment and consequent risk […] Read more »