This paper analyzes an optimal portfolio rebalancing by a fund manager in response to a "volatility shock" in one of the asset markets, under sufficiently realistic assumptions about the fund manager's performance criteria and investment restrictions; and to analyze the sensitivity of the equilibrium price of an asset to shocks...
When a hedge fund or private equity fund manager (collectively, "private fund managers") decides to organize a new fund, perhaps the most relevant information that a potential investor could be presented with would be the past performance of the existing funds advised by the private fund manager or a track...
The Internal Revenue Service IRS has launched new and revised forms for 2004 in order to further the goals of recent IRS policy initiatives. Many fund managers will need to comply with the recently released Form 8858, an information return affecting foreign disregarded entities. In addition, all fund managers will...
This article addresses two questions about portfolio turnover. First, are fund managers on average turning over their portfolios more frequently than in the past? Some commentators suggest an answer that uses an averaging method that is heavily influenced by a relatively small number of funds with high turnover rates. An...
Investable Hedge Fund Indices have grown in numbers since the first meaningful introduction of these during 2003. While making their presence wide spread through a number of main providers, investors have been left with the task of considering whether or not IHFI's achieve in practice a better if not outright...
This article briefs about Private equity. Private equity fund managers commonly are regarded as being "unregulated" in the United States. The appearance of being unregulated is the by-product of a careful balancing of specific exemptions from certain aspects of regulation and a sustained effort to maintain high standards of investment...
This paper develops a performance evaluation approach in which a fund manager's skill is judged by the extent to which the manager's investment decisions resemble the decisions of managers with distinguished performance records. The proposed performance measures use historical returns and holdings of many funds to evaluate the performance of...
Managing an index fund is a basis-point game. Unlike active equity managers, who hope their fund’s performance will consistently rank high relative to their benchmark and peers, index fund managers are usually indifferent about the absolute performance of the index itself. That is not to imply that index fund managers...
This paper explores the hypothesis that investors spread information and ideas about stocks to one another directly, through word-of-mouth communication. This hypothesis comes up frequently in informal accounts of the behavior of the stock market. The stockholdings of any given fund manager respond more sensitively to the holdings of other...
Never mind ranking mutual funds while developing a scorecard for fund managers. The article talks about rating portfolio managers with alpha rankings. Alpha helps to measure whether a manager is adding value to a client's diversified portfolio. Alpha analysis enables to see the value added by a manager in relation...
One of the most basic distinctions between mutual funds is whether the fund manager employs an active or a passive management approach. An active management style means the fund manager uses analytic or forecasting tools to select individual stocks for the fund portfolio. In a passive approach, the fund manager...
The recently enacted Sarbanes-Oxley Act of 2002 will have a substantial impact on the fiduciary duties of independent directors of public companies. This article points out the problems inherent in the new burdens for fund managers considering whether to remain on the boards of companies they have helped to go...
Christopher's 24-hour dismissal as a consequence of his one-way borrowing habits was not rightly handled by Electrode Inc. Such short dismissal notice is only seen in severe cases such as embezzling company's funds. Appropriate action before resolving the matter could have been taken. This would show that the HR department...
Merrill Lynch to sell its Bloomberg stake *Merrill Lynch has agreed a deal to sell its 20 per cent stake in the financial information company Bloomberg as part of its efforts to rebuild its battered balance sheet. The sale - expected to be announced this morning -...
AdEx Media Inc. (OTCBB: ADXM), a leadingperformance driven online marketing company, has announced today that EdBernstein has joined its Board of Directors. The appointment of Mr. Bernstein brings valuable industry and managementexpertise to the AdEx Media Board of Directors. Mr. Bernstein has asuccessful 25-year track record in founding, financing and...
Adds Seasoned Professional to Client Service Team SEATTLE -- Silver Creek Capital Management LLC, a leading manager of funds of hedge funds with over $9 billion in assets under management, today announced that Frances Orabona, a former Vice President of Goldman Sachs Asset Management, has joined Silver Creek...
Strongco Income Fund (TSX: SQP.UN) today announced it will hold a conference call on Wednesday, July 30, 2008, at 10 a.m. ET to discuss the Fund's financial performance for the second quarter of 2008. Results will be issued by news release on July 29, 2008. The event will be hosted...
Holzer Holzer & Fistel, LLC announces that ithas filed a class action lawsuit in the United States District Court forthe District of Massachusetts on behalf of purchasers of the FidelityUltra-Short Bond Fund (the "Fund") (NASDAQ: FUSFX) who purchased the Fundbetween June 6, 2005 and June 5, 2008 (the "Class Period")...
Inflation fears abate as recession risks loom larger NEW YORK & LONDON -- Investors are offering the clearest signal yet that the global economic slowdown is forcing them to overhaul their asset allocation, according to Merrill Lynch's Survey of Fund Managers for July. The credit crunch...
Brookfield Real Estate Services Fund (the "Fund") (TSX: BRE.UN) will hold its second quarter 2008 conference call on Friday, August 8 at 10:00 a.m. Eastern Time. Members of senior management will discuss results from the latest quarter and provide an update on the Fund's markets and business operations. The Fund...
Articles 2008-07-16
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