| 17.06.2008 Opalesque Exclusive: The quant special - part two: DMS +13% YTD makes the case for fixed income, poised at the beginning of a cycle of opportunity |
| Kirsten Bischoff, Opalesque New York: In May, 2008 the Research Foundation of CFA Institute released a survey which picked apart many aspects of the "decay in performance of many quantitatively managed funds". The blame for diminished quant performance was placed on rising correlations, style rotation, and the "herding" phenomena (Source). While quant funds have in general, suffered in the mont |