Allocations To Vol Arb, Long Vol Increasing: EFG’s Berset
Sep 29, 2015
Allocations to uncorrelated forms of hedge funds strategies, such as CTAs, volatility arbitrage and long volatility, has increased in recent quarters from EFG Asset Management, according to Jérôme Berset, head of hedge funds research at the firm. As reported by EQDerivatives, allocations from high-net worth individuals, private banks and other institutional investors has spiked during recent months as an expansion in volatility across asset classes appears on the horizon.
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