Videos

What Drives the Tracking Error of Hedge Fund Clones?

ARIK BEN DOR
Managing Director in Quantitative Portfolio Strategy Group at Barclays

Information lag is commonly blamed for clone tracking error, but index construction and liquidity are the primary drives, Arik maintains.

Risk Management for Endowment and Foundation Portfolios

KEITH H. BLACK
Associate Director of Curriculum at CAIA Association

When applied by the largest investors, the endowment model has created impressive returns over the past 20 years, but comes with a special set of risks.

Be Aware Of What Assets Don’t Do

TOM SCHNEEWEIS
Founding Editor, The Journal of Alternative Investments

It’s not just important to know what assets do in different market environments, it’s also important to know what they do not do, Tom cautions.