Mon, Apr 27, 2015
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. U.S. does not want hedge funds to invest in offshore re-insurers for tax purposes[more]

    Komfie Manalo, Opalesque Asia: The U.S. Treasury Department on Thursday introduced a new rule aimed at limiting hedge funds’ ability to reduce their tax bills by investing in insurance companies in offshore tax havens. As a general rule, the U.S. tax laws does not allow hedge funds to use off

  2. Ruling: Hedge funds suing Argentina can have access to bond offering details[more]

    Komfie Manalo, Opalesque Asia: U.S. District Judge Thomas Griesa in Manhattan ruled yesterday that hedge funds are entitled to details of a recent bond offering by Buenos Aires, reports

  3. Hedge funds looking to continue their rally in Q2[more]

    Komfie Manalo, Opalesque Asia: Hedge funds finished the first quarter on a strong note and are looking to continue the rally in the second quarter, said Lyxor Asset Management in its Weekly Brief. The Lyxor Hedge Fund Index is up 0.4% over the week

  4. Hedge funds down -0.17% in March (+1.23%YTD)[more]

    Bailey McCann, Opalesque New York: The hedge fund industry produced an aggregate return of –0.17% in March to end Q1 2015 up 1.23%, compared to the S&P 500 which increased 0.96%, according to the latest data from eVestment. Hedge fund performance returns were mixed in March amid increased equity

  5. Fund managers express concern of overvaluation in both equity and bond markets[more]

    Komfie Manalo, Opalesque Asia: According to the BofA Merrill Lynch Fund Manager Survey, investors see growing overvaluations in both