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Hedge Funds

The case for hedge fund betas: lessons learned about correlations

US-based quant shop AQR Capital has helped pioneer the notion of hedge fund beta as an investable product. With first-year performance numbers now in, GREG BRIGHT spoke with the firm’s managing and founding principal, Cliff Asness. Cliff Asness has been talking about hedge fund beta for some years. He wrote a paper about it, with […]
Staff WriterNovember 2, 2009
Hedge Funds

The case for hedge fund betas: lessons learned about correlations

US-based quant shop AQR Capital has helped pioneer the notion of hedge fund beta as an investable product. With first-year performance numbers now in, GREG BRIGHT spoke with the firm’s managing and founding principal, Cliff Asness. Cliff Asness has been talking about hedge fund beta for some years. He wrote a paper about it, with […]
Staff WriterNovember 2, 2009
Hedge Funds

Private equity valuations to freefall in 2009

Private equity fund values are expected to plummet by more than half in 2009, with well-known large buyout funds performing little better than less well-known ones, an analysis by Pen­sions & Investmentsshows. No matter how you slice the exist­ing data — be it the analysis of publicly traded portfolio companies, returns of publicly traded private […]
Staff WriterFebruary 12, 2009
Hedge Funds

Private equity valuations to freefall in 2009

Private equity fund values are expected to plummet by more than half in 2009, with well-known large buyout funds performing little better than less well-known ones, an analysis by Pen­sions & Investmentsshows. No matter how you slice the exist­ing data — be it the analysis of publicly traded portfolio companies, returns of publicly traded private […]
Staff WriterFebruary 12, 2009