The'pull' of strong performance is combining with 'push' factors (related to concerns around the effectiveness of traditional asset classes) to drive investors towards hedge funds.

bfinance’s quarterly report in February 2026: read the team’s latest insights on institutional investor activity, risk appetite, market developments and asset manager performance across all major

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

bfinance’s quarterly report in November 2025: read the team’s latest insights on institutional investor activity, risk appetite, market developments and asset manager performance across all major

In today’s pursuit of diversification without sacrificing liquidity, wealth managers are offered a new generation of liquid private markets funds – vehicles that propose institutional-style

As Dutch pension funds prepare for the shift to the new pension contract under the Wet Toekomst Pensioenen (WTP), the industry must grapple with a key issue: the very real risk that volatile

bfinance’s quarterly report in August 2025: read the team’s latest insights on institutional investor activity, risk appetite, market developments and asset manager performance across all major

Portable alpha mechanisms are gaining renewed interest among institutional investors. By combining capital-efficient beta replication with uncorrelated alpha sources, these structures aim to

bfinance’s quarterly report in May 2025: read the team’s latest insights on institutional investor activity, risk appetite, market developments and asset manager performance across all major

bfinance’s quarterly report in February 2025: read the team’s latest insights on institutional investor activity, risk appetite, market developments and asset manager performance across all major

‘Energy transition’ tailwinds should, it is often argued, boost the prices of particular commodities in the years ahead.

A secular macroeconomic transition has created an unenviable series of choices—and potential traps— for pension funds, insurers, endowments, foundations, family offices and other ‘asset owners’

bfinance’s quarterly report in November 2024: read the team’s latest insights on institutional investor activity, risk appetite, market developments and asset manager performance across all major

Conventional hedge fund classifications, as taught by bodies such as the CFA Institute and CAIA, are based on asset managers’ investment techniques, processes and instruments: equity hedge,

‘Energy transition’ tailwinds should, it is often argued, boost the prices of particular commodities in the years ahead.

bfinance’s quarterly report in August 2024: read the team’s latest insights on institutional investor activity, risk appetite, market developments and asset manager performance across all major

A growing roster of hedge funds now offer tail protection—positive performance in down markets—but with an all-weather profile to avoid losses during benign periods. This type of Long Volatility

Equity Market Neutral (EMN), valued at around US$50 billion, is a niche and distinct fragment of the broader Equity Long/Short family, currently estimated to be worth US$1.1 trillion. This pure

bfinance’s quarterly report in May 2024: read the team’s latest insights on institutional investor activity, risk appetite, market developments and asset manager performance across all major

This report provides a concise introduction to the investment characteristics of carbon compliance credits and the growing use of this emerging asset class by hedge funds, traditional asset