Sat, Mar 25, 2017
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Opalesque Radio

The think behind a real return product
Radio Feature Ten: Neal Kutner in conversation with Sona Blessing
 
Wednesday, March 09, 2011

radio In this radio feature Neal Kutner, managing director of BNY Mellon Asset Management's Swiss Representative Office (also responsible for business development in Switzerland, Austria, Liechtenstein and parts of Eastern Europe) tells us how the real return strategy was conceived and shares how and why it has been successful.

 Download this feature as MP3 (7.07 MB)

 
Listen to the complete feature
The think behind a real return product

Duration: 07:43 

  logo

Or listen to selected sub-features
  • Q1 - The strategy of a real return fund
    • The ability to generate real returns with very liquid strategies
    • Why pensions are interested in the returns that such strategies offer and in particular the returns that this strategy has achieved over the last 7 years


    Duration: 02:17 


  • Q2 - How and why the strategy fared well in 2008?
    • The use of hedges
    • Dynamic asset allocation


    Duration: 02:29 


  • Q3 - What does it cost to keep the hedges on?
    • The real return strategy does not seek to maximise returns - it seeks to minimise losses
    • Can it be customised - i.e. the ability to dial up the volume or the risk?
    • A segregated mandate could be considered
    • Currently they run USD ~5 billion


    Duration: 02:56 



Radio Link
  • Top Forwarded
  • Top Tracked
  • Top Searched
  1. Hedge fund liquidations in 2016 surpass 2009 levels, new launches decline[more]

    Benedicte Gravrand, Opalesque Geneva: Even as the hedge fund industry's total assets exceeded the $3tln milestone last year, hedge fund liquidations increased. So much so that 2016 had the highest number of liquidations since 2008, claims the latest HFR Market Microstructure Report, re

  2. Hedge funds find no joy in macro as returns lag Trump rally[more]

    From Gulfnews.com: In 2017, macro hedge funds were expected to shine. So far? Not so much. It's been a far from impressive first two months for funds that trade around macroeconomic events. Discretionary funds rose just 0.3 per cent through February, according to Hedge Fund Research Inc., while the

  3. Strategies - Billionaire investor Marc Lasry shares how he's playing markets right now, Classic models are failing FX hedge funds desperate for return[more]

    Billionaire investor Marc Lasry shares how he's playing markets right now From CNBC.com: Buy on the prospect of deregulation. Sell on the enactment of deregulation. That's the strategy that billionaire investor Marc Lasry is implementing, according to an interview with CNBC in Las Vegas

  4. Opalesque Exclusive: Aberdeen makes the case for the lower mid-market[more]

    Bailey McCann, Opalesque New York: Aberdeen Asset Management has released a new paper focused on lower mid-market private equity. According to the paper, this segment of the private equity market is gaining popularity with private equity investors that are looking for multiple expansion and less

  5. Hedge funds await outcome of French elections, feel pinch on lower oil prices & weak dollar[more]

    Komfie Manalo, Opalesque Asia: Hedge funds felt the pinch of lower oil prices and weak U.S. dollar as the Lyxor Hedge Fund Index was marginally down as of the week ending 14 March, Lyxor Asset Management said in its Weekly Briefing. The Lyxor He