There are many strategies to take into account when investing in hedge funds and, by spreading their exposure across a diverse range and against bond and equity indices, investors can use alternatives to optimise reduction of portfolio risk, as well as gain additional alpha

Given the expectations for a prevailing low-return environment and the increased fear of capital losses, investors’ attention is increasingly turning away from relative performance and moving towards absolute returns. But what are the merits of absolute return strategies and how can long-only investment houses structure their products with the aim of providing both long-term positive returns and shortfall protection?

The past four years has seen impressive performance for European small-cap funds, yet they still cannot beat the indices. A change in focus is needed, writes Simon Hildrey

With the advent of an 'open-architecture' environment, many investors are seeking solutions that may increase their portfolios' performance. Improving the efficiency of a portfolio is a constant challenge in today's environment and one that is pushing investors to consider new asset classes and techniques in order to acheive superior portfolio efficiency.