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So far Found on the web Found on the web has created 9 blog entries.

How to optimise diversification to improve risk-adjusted returns

How expected returns can be enhanced without increasing risks - can cutting-edge visualisation tools and a first-principles approach secure the predictable benefits of a diversified portfolio?

Balance sheet management: how much illiquidity can investors handle?

In the past few years, many institutional investors have increased their exposure to illiquid assets. This raises the question of how much illiquidity an investor can handle without letting its risk profile change substantially after a financial shock.....

The Hedge Fund Allocation Is Dead. Long Live Total Return!

Outflows from hedge funds are accelerating. Hedge funds are now finding themselves on the defensive from poor performance, high fees, unfriendly legal structures, and an onslaught of negative publicity. Investors were already becoming more conscious of fees amid low nominal returns. Now a new dynamic is setting in: fear. ... Read more

A love letter to economic history

The credit cycle is close to the end. Risky assets, including credits, are vulnerable. Central banks risk falling behind the curve. Sander Bus and Victor Verberk, co-heads of the Credit team at Robeco, are becoming more careful. They prefer safety and stay up in quality to benefit from further decompression ... Read more