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Manager Intelligence and Market Trends - August 2021
How to Build a Hedge Fund Allocation
Riding the Wave: Event-Driven Strategies Surge on New Deal Flows
Manager Intelligence and Market Trends - May 2021
Beyond Labels: Navigating the Multi Asset Universe
From Laggards to Leaders? Hedge Funds Slowly Embrace ESG
Manager Intelligence and Market Trends - February 2021
Manager Intelligence and Market Trends - November 2020
Benchmarking Alternative Risk Premia
Mid-year Review: Five Findings on Manager Performance
Manager Intelligence and Market Trends - August 2020
Asset Owner Survey: Managing through Uncertainty
Long/Short Equity: Sector in Brief
Manager Intelligence and Market Trends - May 2020
Are Multi Asset Strategies Delivering for Investors?
How Are Asset Managers Performing? Q1 Review – Key Takeaways
How are investors reacting to the 2020 crisis
Manager Intelligence and Market Trends - February 2020
The Insights Hotlist: Top Reads of 2019
Hedge Funds Bounce Back, but Big Test Remains
Manager Intelligence and Market Trends - November 2019
Investment Management Fees: Is Competition Working?
Five Levers for Reducing Equity Risk
Manager Intelligence and Market Trends - August 2019
Global Macro - Sector in Brief
Investor Spotlight: How Alberta Teachers’ is Investing ‘Between the Seams’
Investor Spotlight: How QSuper Halved Risk Without Losing Return
Event Driven Investing - Sector in Brief
The Diversification Debate and ARP Results
Manager Intelligence and Market Trends - May 2019
Hedge Funds Plus Risk Premia: Fantastic Fusion or Baffling Blend?
DNA of a Manager Search: Equity Overlay
Manager Intelligence and Market Trends - February 2019
Manager Intelligence and Market Trends - November 2018
Asset Owner Survey 2018
Am I Paying the Right Fee?
Australian Investors Lead Global Cost-Cutting Trend
Are Alternative Risk Premia Strategies Proving their Worth?
Manager Intelligence and Market Trends - August 2018
Do Active Currency Overlays Beat Passive Hedges?
CAT Bonds and ILS: Three Manager Selection Pitfalls
What Volatility in Q1 Revealed about Alternative Risk Premia
Manager Intelligence and Market Trends - May 2018
DNA of a Manager Search: Commodities
Seven Shades of Multi-Asset
Manager Intelligence and Market Trends - February 2018
Manager Intelligence and Market Trends - November 2017
On the Hunt for Liquid Alternatives
How Have Alternative Risk Premia Strategies Performed?
Managing Currency Risk in a Two-Speed World
Sub-Advisor Funds of Hedge Funds: Sector in Brief
Investment Management Fees: New Savings, New Challenges
Fund of Hedge Funds Cut Fees to Regain Lost Ground
The Changing World of Alternative Beta
Hedge Funds: CTAs Deliver Strong Fundraising Despite Performance
CAT Bonds and ILS: Three Manager Selection Pitfalls
Update: Hedge Funds, Multi Asset and ARP, March 2020
Research team update - Liquid Alternatives