Many institutions, even the large, sophisticated plan sponsors, end up buying high and selling low when it comes to hiring investment managers. How can that be?
The efforts of some financial institutions to quantify value at risk (VaR) and other uncertainties, and to establish an effective culture of risk management, have blown up spectacularly at both an organizational and a portfolio level.
Rodney N. Sullivan, CFA, discusses his recent research on the effects of gender in the sell-side analyst field.
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.
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