Fri, Apr 29, 2016
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Alternative Market Briefing

Alternative Beta Partners hires new CIO, develops new model and new product

Wednesday, October 23, 2013

amb
Dr. Pierre-Yves Moix
Benedicte Gravrand, Opalesque Geneva:

Dr. Pierre-Yves Moix, Alternative Beta Partners' new CIO and co-CEO, talked to Opalesque about alternative beta and the firm’s new projects.

We have not heard much about alternative beta so far this year: not much research was published for example, although Jeffrey H. Mitchell of NEPC produced a white paper on hedge fund replication in April.

According to Alternative Beta Partners, alternative beta strategies are "dynamical, systematic trading strategies capturing alternative risk premia (like value, momentum, carry, volatility) that are implemented in global liquid capital markets but also employ alternative investment strategies beyond the conventional buy and hold, long only investments. Thereby they capture non-traditional, i.e. alternative, risk premia (betas) beyond the well known traditional risk premia such as exposure to equities or bonds."

Derivatives, short selling, leverage and dynamic trading strategies are examples of what can be used in such investment techniques.

Alternative Beta Partners AG is a Zug, Switzerland-based quantitative global asset allocator and one of the pioneers of researching and investing in liquid alternative risk premia / betas and dynamic asset al......................

To view our full article Click here

Today's Exclusives Today's Other Voices More Exclusives
Previous Opalesque Exclusives                                  
More Other Voices
Previous Other Voices                                               
Access Alternative Market Briefing


  • Top Forwarded
  • Top Tracked
  • Top Searched
  1. Hedge funds see $14.3bn outflows in Q1, CTAs and multi-strategy lead net inflows[more]

    Komfie Manalo, Opalesque Asia: The hedge fund industry saw net outflows of investor capital in the first quarter of the year, totaling $14.3bn, data from Preqin showed. This continues from the $8.9bn overall net outflows that funds recorded in Q4

  2. Performance - Blackstone profits plunge 77% as performance fees dive, Hedge fund stars' fortunes hostage to market swings, Hedge fund manager goes from billionaire to millionaire in profits plunge, Hedge funds biggest losers in SunEdison's 'magic money machine'[more]

    Blackstone profits plunge 77% as performance fees dive From FT.com: Blackstone, the world’s biggest manager of alternative investments from private equity to real estate, suffered from sharply lower performance fees amid turbulent markets in the first three months of the year, even as it

  3. Third Point calls Q1 "catastrophic" for hedge funds[more]

    Bailey McCann, Opalesque New York: The first quarter of this year was rocky for hedge funds based on aggregate performance from the industry, but now we are beginning to hear what the managers thought of it as quarterly letters make their way to investors. Dan Loeb, CEO of New York-based $17 bill

  4. Asia - Stabilization of China's capital outflows may hinge on Janet Yellen, Fink says China to do well this year as bubble threat postponed, Chinese hedge fund to invest in India’s infrastructure[more]

    Stabilization of China's capital outflows may hinge on Janet Yellen From Bloomberg.com: Whether China’s recent stabilization of its currency and capital outflows continues -- or downside pressure reignites -- may hinge in large part on Janet Yellen. If the Federal Reserve chair sticks to

  5. …And Finally - After all, judges are human too[more]

    From Newsoftheweird.com: In March, one District of Columbia government administrative law judge was charged with misdemeanor assault on another. Judge Sharon Goodie said she wanted to give Judge Joan Davenport some files, but Davenport, in her office, would not answer the door. Goodie said once the