Sat, Jul 30, 2016
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Opalesque Radio

Hedgegate Series VI: Active Risk Based Allocation
Radio Feature 89: Sona Blessing in conversation with Cédric Baron
 
Friday, December 13, 2013

radio Cédric Baron is a multi-asset fund manager, ARMA Funds, at Lyxor Asset Management (AM).
He has been with Lyxor AM since 2005 - when he was a fund manager in charge of quantitative strategies on equities and volatility.
In this Hedgegate Series podcast he shares how active risk based allocation can be applied to a long only portfolio that seeks to achieve absolute returns …

 Download this feature as MP3 (30.33 MB)

 
Listen to the complete feature
Hedgegate Series VI: Active Risk Based Allocation

Duration: 13:15 

  logo

Or listen to selected sub-features
  • Q1 - What is active risk based asset allocation?

    Duration: 03:03 


  • Q2 - Is it possible to apply an active risk based asset allocation strategy to achieve absolute returns for a long only portfolio?

    Duration: 03:20 


  • Q3 - What are the benefits of, and the returns achieved, when embracing such an asset allocation framework?

    Duration: 00:55 


  • Q4 - Could this strategy achieve intra and inter-asset allocation and, is diversification feasible?

    Duration: 01:49 


  • Q5 - What are the challenges and constraints faced in implementing risk based asset allocation (pure risk parity vs. active risk based allocation)?

    Duration: 01:49 


  • Q6 - In a rising interest rate environment, how do you expect to manage an active risk based asset allocation strategy to deliver positive performance?

    Duration: 02:18 



Radio Link
  • Top Forwarded
  • Top Tracked
  • Top Searched
  1. Opalesque Exclusive: California-based manager launches long/short equity hedge fund with unique algorithm[more]

    Benedicte Gravrand, Opalesque London for New Managers: SJL Capital LLC, an investment advisory firm based in California, has launched its maiden fund, the SJL MarketDNA Hedge Fund LP. The fund, which began trading

  2. Manny Roman to move from Man to Pimco[more]

    Benedicte Gravrand, Opalesque London: Emmanuel (Manny) Roman, an investment world veteran, has been hired by PIMCO, the large US bond fund house, as chief executive officer. PIMCO's current CEO Douglas Hodge will assume a new role as managing director and senior advisor when Roman joins P

  3. HFR: Hedge funds post strong gains in mid-July as markets recover from Brexit losses[more]

    Komfie Manalo, Opalesque Asia: Hedge funds posted strong gains through mid-July as the equity markets continued the recovery from Brexit losses. The HFRX Market Directional Index gained +2.17% (+4.22% YTD) and the HFRX Global Hedge Fund Index gained +1.03% through mid-month (+0.19%

  4. News Briefs - Carlyle goes on trial for a financial-crisis meltdown, Private equity and venture capital outperformed public markets in 2015, Pippa Middleton gets engaged to hedge fund manager James Matthews[more]

    Carlyle goes on trial for a financial-crisis meltdown Carlyle Group co-founder Bill Conway was in court on this small island last week recounting one of the most bruising episodes in his private-equity firm’s history: the 2008 collapse of mortgage-bond fund Carlyle Capital Corp. Carlyle

  5. …And Finally - Two men fall off cliff playing Pokemon Go[more]

    From BizarreNews.com: Two men who fell from a seaside cliff north of San Diego told authorities they became distracted while playing augmented reality game Pokemon Go. Encinitas fire Battalion Chief Robbie Ford said one of the men fell about 50 feet down the bluff in Encinitas while the other man fe