Tue, Jan 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. Investing - U.S. investors favor currency hedged Europe ETFs as euro tumbles, Quants win back investors as Swiss franc fuels volatility gains, David Einhorn's $7bn hedge fund is loading up on this stock, Hedge fund BlueMountain Capital unveils Ocwen Financial short, claims default on notes[more]

    U.S. investors favor currency hedged Europe ETFs as euro tumbles From Reuters.com: U.S. investors stung by the falling euro who want to stay invested in Europe are turning to exchange-traded funds designed to strip out the impact of the region's currency. The biggest among so-called "cur

  2. News Briefs - Millennials use tech tools to jump into investing, Winklevoss twins to launch bitcoin exchange with FDIC insured deposits, Robertson’s legacy from hedge funds to New Zealand, Real estate managers exploring smaller open-end funds[more]

    Millennials use tech tools to jump into investing It is the Facebookification of monetary investing. From social networking platforms that enable young investors to stick to every other's stock-picking mojo, to internet sites for initially-timers hungry for a piece of the Silicon Valley

  3. Top performing private equity firms you should invest in[more]

    Komfie Manalo, Opalesque Asia: Professor Oliver Gottschalg of Paris-based HEC Business School, also known as Ecole des Hautes Etudes Commerciales de Paris has released his annual ranking of the top performing private equity firms. The 2014 HEC-DowJones Private Equity Performance Ranking

  4. Comment - Why invest in hedge funds if they don't outperform the market?[more]

    From Forbes.com: Hedge funds have always been a bit exotic and an enigma to some, but bottom line they are supposed to produce good returns using a range of strategies including global macro, event driven and relative value (arbitrage). And, sophisticated or high-net-worth individuals (HNWIs) could

  5. Owen Li 'truly sorry' for blowing up $100m of hedge fund’s assets[more]

    From CNBC.com: A hedge fund manager told clients he is "truly sorry" for losing virtually all their money. Owen Li, the founder of Canarsie Capital in New York, said Tuesday he had lost all but $200,000 of the firm's capital—down from the roughly $100 million it ran as of late March. "I take r