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AllAboutAlpha

  • Analysis & Opinion

AllAboutAlpha 's Opinion & Analysis
A complete archive of AllAboutAlpha 's articles, including current analysis & opinion - Page 10

Given the growing body of scholarly work over “risk factor” investing, especially the growing number of risks cited as factors, one has to wonder: what exactly is a “factor”?...
AIMA On The Consequences Of Brexit: 3 Scenarios
By AllAboutAlpha - Jul 06, 2016
Among the questions that have acquired a great deal of urgency in recent days is: what will Brexit mean for MiFiD? Or for MAD? Or for the CMU?Britain has always been a major voice in the creation of...
Brexit And Hedge Fund Strategies
By AllAboutAlpha - Jul 01, 2016
How well did hedge funds help their investors to hedge potential losses as a consequence of the markets’ immediate reaction to the Brexit vote in the United Kingdom? How well will they hedge the...
The latest report from Eurekahedge, in its tracking of the health of the hedge fund industry worldwide and month by month, indicates that hedge funds were up 0.40% in May. Reversals in commodity...
Puerto Rico: The New Argentina?
By AllAboutAlpha - Jun 22, 2016
Puerto Rico and various instrumentalities thereof may default on debt within days. If they do so, this will happen without the benefit of an applicable bankruptcy system or other legislated means of...
Factor-Based Asset Allocation
By AllAboutAlpha - Jun 20, 2016
A paper by Xiaowei Kang and Daniel Ung, published in June 2014, remains timely because risk parity and related approaches remain the center of controversy and some confusion.The Kang and Ung paper...
Long/Short Equity: NB Makes The Case
By AllAboutAlpha - Jun 10, 2016
A new paper from Neuberger Berman, an employee-owned private investment firm that’s been part of the New York scene since 1939, makes the case that long/short equity strategies are “worth...
EDHEC Infrastructure Institute-Singapore recently released a paper on the cash flow dynamics of private infrastructure project debt.The gist of the paper is that investors’ ability to understand...
The Case Against A Bearish Argument On Crude Oil
By AllAboutAlpha - Jun 03, 2016
A recent Bloomberg story indicates that in a world awash in cheap crude oil, traders are now storing the stuff at a loss, at sea, on board vessels in the Straits of Malacca. Further, they are going...
The bankruptcies of public bond-issuing entities, such as Orange County, Calif.; Jefferson County, Ala.; and the City of Detroit, Mich. are still rare events, but they exert a lot of influence, in...