The latest edition in bfinance’s biennial Investment Management Fees series. New analysis highlights areas where investors may be able to benefit from pricing trends, with ESG/Impact at the

Hedge fund portfolio construction has changed. This brief paper outlines key considerations for developing ‘liquid alternatives’ portfolios.

Global deal-making has soared since January, with the value of announced mergers and acquisitions exceeding $2.4 trillion through the end of May.

The universe of strategies that invest across multiple liquid asset classes is increasingly large, diverse and complex. A new taxonomy helps investors to understand the space and develop a robust

More investors are launching a dedicated investment vehicle to house assets rather than investing in a wide range of pooled funds, separately managed accounts or ‘funds-of-one’. Find out more

Hedge fund managers have long defied the asset management industry’s drive toward greater consideration of ESG-related investment factors, but investors’ shifting priorities are sparking

A challenging period for factor investing has left investors scrutinising the performance of Alternative Risk Premia strategies. In a sector where benchmarking has been problematic, this

As the global pandemic unfolds, 368 investors representing $11 trillion in assets share their lessons learned, key portfolio changes and expectations for the year.

In Late-July 2020, bfinance clients and other investors joined the research team (virtually, of course!) for a recap of active manager performance, portfolio positioning and investor activity in

With Equity Long/Short Strategies receiving greater attention from bfinance clients amid current market conditions, this educational research note outlines key sub-strategies and historic

The latest edition in bfinance’s biennial Investment Management Fees series. New analysis highlights areas where investors may be able to benefit from pricing trends, with ESG/Impact at the

On April 22nd, more than 300 investors around the globe joined the bfinance research team (virtually) for a session dissecting manager performance through the crisis so far.

Institutions have increasingly turned to multi-asset strategies – now a diverse menu – for the promise of diversification and a more “all-weather” return profile.

The latest edition in bfinance’s biennial Investment Management Fees series. New analysis highlights areas where investors may be able to benefit from pricing trends, with ESG/Impact at the

The latest edition in bfinance’s biennial Investment Management Fees series. New analysis highlights areas where investors may be able to benefit from pricing trends, with ESG/Impact at the

The quest for diversification plus returns is not an easy one in today’s investment climate: many strategies that provide low correlation with equities are falling short on performance. The

Event Driven strategies provide diversification through exposure to company-specific – as opposed to market – risk. Yet today’s climate raises questions about opportunities and sub-strategies.

Inspired by risk parity strategies and illiquid-focused endowments, Australia’s second largest superannuation fund is pioneering a radically different approach.

The see-sawing stock markets of 2018-19 provide an interesting window in which to examine the performance of “diversifying strategies.”

After a troubled 2018, 2019 proved to be a far better year for hedge funds and alternative risk premia. Yet the “diversification” question remains top-of-mind – and problematic.