Sentences with phrase «neutral equity hedge»

A variety of levered market - neutral equity hedge funds were running into trouble in August 2007 as they all pursued similar Value plus Momentum strategies, and as some fund liquidated, a self reinforcing panic ensued.

Not exact matches

«Through the first two months of the year, long / short equity hedge funds and mutual funds were neutral the market but long growth stocks, which helped underpin outperformance through the January - February sell - off.

«There is strong international interest — US - centric — in Australian - based hedge equity managers, particularly market neutral,» Mr Horton said.

SUMMARY It's difficult to rationalise why there should be excess returns from high quality stocks The Quality factor needs to be constructed beta - neutral to achieve positive returns Exposure to the Quality factor is an attractive hedge for an equity - centric portfolio INTRODUCTION The concept of

ALTS allocates among a set of underlying ProShares ETFs that employ alternative and non-traditional strategies such as long / short, market neutral, managed futures, hedge fund replication, private equity, infrastructure and inflation - related investments.

With the steep increase in the value of our dollar compared to other currencies, hedging against currency fluctuations has become popular and many US and international equity funds are now available in currency - neutral flavours.

Thus, in the Equity Hedge category, we classified Equity Market Neutral and Quantitative Directional as quantitative hedge funds and Fundamental Growth and Fundamental Value as qualitative categoHedge category, we classified Equity Market Neutral and Quantitative Directional as quantitative hedge funds and Fundamental Growth and Fundamental Value as qualitative categohedge funds and Fundamental Growth and Fundamental Value as qualitative categories.