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Aon Hewitt Retirement and Investment Blog

Hedge Fund Fee Structures

This is a follow-up to the blog entry we recently published, authored by Brad Gilbert or the Teacher Retirement System of Texas, discussing their views on hedge fund fee structures. This post provides Aon Hewitt’s commentary on TRS’s post. 

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Hedge Fund Fee Philosophy of Teacher Retirement System of Texas

The blog entry discusses the views of the Teacher Retirement System of Texas (“TRS”) on hedge fund fee structures. TRS believes there are flaws in the traditional hedge fund fee structure and suggests opportunities for improvement. 

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DO NOT PUBLISH OR DELETE

The blog entry discusses the views of the Teacher Retirement System of Texas (“TRS”) on hedge fund fee structures. TRS believes there are flaws in the traditional hedge fund fee structure and suggests opportunities for improvement. 

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European bank deleveraging regains momentum

This blog highlights the current dispersion in the corporate sector, and the investment opportunities it is creating for event-driven managers. As such, the strategy can offer investors an attractive and relatively idiosyncratic source of return compared to more traditional equity and fixed income assets.

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The Big Picture for Hedge Fund Returns

Hedge funds have generally underperformed over the past five years; however, we believe there are reasons to believe that equities and bonds will not be able to duplicate their strong performance going forward. A longer term perspective indicates that hedge funds have the ability to generate attractive returns on both a risk adjusted basis and as compared to stocks and bonds.

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We live in eventful times – the case for event-driven investing

This blog highlights the current dispersion in the corporate sector, and the investment opportunities it is creating for event-driven managers. As such, the strategy can offer investors an attractive and relatively idiosyncratic source of return compared to more traditional equity and fixed income assets.

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Risk Parity – Looking at Risk through a Different Lens

Risk parity is an investment approach that seeks to redress the imbalance between capital allocation and risk allocation across asset classes that traditional portfolios exhibit.

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Sources of Hedge Fund Alpha

Most investors think alpha or performance comes from a single source: Manager Skill. However, there is more than one way to achieve superior returns and investors would be wise to consider all of the alpha options to maximize returns and minimize volatility within a portfolio.

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130/30 Renaissance

We review the recent performance trends of “130/30” strategies, which involve a limited amount of shorting, but remain beta one (maintain equity exposure). While a surface look at recent performance in databases seems favorable, a deeper dive serves as a reminder that that there is no panacea in the search for alpha and that one is required to identify truly skilled managers in less efficient asset classes. 

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When the Glass is Half Empty – The Long and Short of Short Selling

This post examines the practice and use of short selling within an equity long-short portfolio and describes several of the more common short selling approaches.

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