From the CEO: 2016 Commentary
Duncan Wilkinson, CFA, Chief Executive Officer at AlphaSimplex, shares his insight on major events that impacted the markets in 2016, including the U.S. presidential election.
Duncan Wilkinson, CFA, Chief Executive Officer at AlphaSimplex, shares his insight on major events that impacted the markets in 2016, including the U.S. presidential election.
In the context of the hedge fund industry’s growth over the past two decades, Andrew Lo, Peter Lee, and Mila Getmansky present a selective review of recent hedge fund academic literature and updated empirical results...
The study investigated the possibility of creating passive replicating portfolios or “clones” using liquid exchange-traded instruments that could provide similar risk exposures as hedge funds’ at lower cost and with greater transparency.
