The chief investment officer at the Bass Family Office says that the expected quality of a hedge fund manager is a function of additional return, minimal volatility, a bias toward positive returns, and less big blow ups.
Creating a hedge fund index that reflects investor experience is certainly a challenge, but the assertions made in the academic research point fingers at the wrong issues. Ted Seides thinks it worthwhile to set the record straight.
Many investors don't consider the tremendous impact that taxes can have on their investment performance.
The fundamental aim of any portfolio construction methodology is to deliver optimal risk-adjusted performance.
Eric Bennett, CFA, chairman and CEO of Tolleson Private Wealth Management, shares his top 10 tips for manager search and selection.
How many stock pickers who outperform this year will beat a dart board next year? The answer depends upon whether luck or skill had more to do with their results.
Jason Voss, CFA, provides a summary of the major research about lying and deceit behaviors, including a brief overview of dozens of research papers.
According to Carl Bacon, CIPM, chairman of StatPro, active investment managers must understand the “what, why, and how” of their past performance in order to effectively manage their current clients’ portfolios.
This Take 15 interview with James M. Edmonds, CFA, sheds light on the intricacies and challenges of performance reporting for high-net-worth investors and financial advisers. Mr. Edmonds also discusses the GIPS standards for firms managing private wealth clients and the appropriate benchmarks.
The cookie settings on this website are set to "allow cookies" to give you the best browsing experience possible. If you continue to use this website without changing your cookie settings or you click "Accept" below then you are consenting to this.