This client, a German insurance company, sought bfinance’s assistance to conduct a review of its conservatively invested liquid alternatives portfolio, which deployed assets in low net exposure and market neutral strategies.

This investor sought market-independent strategies which exhibit very limited equity / credit beta (structurally and empirically)—ideally less than 0.1 in normal and stressed equity markets. This investor sought market-independent

This investor was making a first-time allocation to Asian Multi-Strategy hedge funds. With the exception of purely quantitative approaches, the investor was willing to consider all styles of multi-strategy as long as they had at least

This Wealth Manager sought to identify multiple liquid alternative managers to broaden their existing roster of alternative strategies. These new allocations were expected to provide diversification against their existing managers

A UK foundation aimed to identify a core multi-manager hedge fund product, targeting cash plus 4-6% and diversification against traditional exposures in their portfolio.

This Canadian corporate pension fund aimed to invest C$200m in a customised portfolio of hedge funds and alternative risk premia (ARP) exposures. The key aim was to reduce equity risk and provide liquid diversification to the rest of