Thu, Sep 1, 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. The Big Picture: Water is single largest environmental investment opportunity[more]

    Benedicte Gravrand, Opalesque Geneva: Water, the world’s most precious and undervalued commodity, is set to lead the socially and environmentally responsible investment themes. This is according to specialist fund manager Thomas Schumann. His firm,

  2. Commodities - Hedge funds pile into bullish bets on U.S. crude by most on record, Rig count steady, hedge funds dump short contracts on 63 million barrels, Hedge funds bail on Copper as Goldman predicts ‘supply storm’, Hedge funds pile up bets against sterling[more]

    Hedge funds pile into bullish bets on U.S. crude by most on record From BRecorder.com: Hedge funds and other speculators raised their bullish bets on US crude oil in the past week by the most on record fuelled by speculation that Organization of the Petroleum Exporting Countries will agr

  3. Investing - U.S. hedge fund Marathon makes Brexit bet on European property, Hedge funds love Liberty and John Malone, DE Shaw could bid for control over TerraForm Power, New York hedge fund increases stake in Tronc as sale talks continue, Don't wait too long to check this +20% value fund's ideas[more]

    U.S. hedge fund Marathon makes Brexit bet on European property From FT.com: Marathon, a $13bn US hedge fund, is building a big Brexit trade, increasing its investments in property across Ireland, France, Germany and the Netherlands, in a bet that they will be among the big beneficiaries

  4. Investing - Hedge funds express interest in acquiring Terraform's class B shares, REIFs: A new opportunity for foreign real estate investors, $21bn distressed expert hedge fund likes these 4 ideas, This merger arbitrage ETF is drawing increased interest, Investors look to emerging Asia for returns[more]

    Hedge funds express interest in acquiring Terraform's class B shares From Thecountrycaller.com: The US residential solar provider, Sunedison Inc. has received a bid from hedge fund manager D.E Shaw & Co LP for controlling a stake in its Yieldco TerraForm Power Inc. According to Reuters,

  5. Opalesque Exclusive: Investors struggle to identify the better performing hedge funds[more]

    Komfie Manalo, Opalesque Asia: Fund managers and investors believe that performance is one of the major factors driving change in the hedge fund industry, a Preqin survey showed in its latest Hedge Fund Spotlight. Preqin said that the disappoin