The case for the Omega function

The Omega function and associated metrics offer a solution to the limitations of parametric approaches to investment performance app »


Volatility Futures: Developments in the EU regulatory environment and adjustment to Eurex product parameters

Eurex has revised its trading parameters for volatility futures in response to the CESR's final advice on the inclusion of index-based deri »


Baring EMEA Absolute Return Fund on track for 20%+ returns

The Baring EMEA Absolute Return Fund is on track towards delivering target net returns in the region of 20%+ per year, with annualised v »


MAREX joins forces with FXall for FX trading services

Independent brokerage company MAREX Financial has selected Fxall to provide foreign exchange liquidity and trading ser »


Guernsey funds under management reach GBP 100 billion

Funds under management and administration in Guernsey grew by GBP 8.3 billion (9.1%) over the quarter ended 31 December 2005 to reach a »


Sharper Risk Adjusted Performance Measures (RAPMs): From Omega to AIRAP

Two measures that address weaknesses of the Sharpe ratio are the Omega measure and Alternative Investments Risk Adjusted Performance »


Home mortgage market tops agenda at annual ABS West

Could a potential softening of US home price appreciation affect the issuance and performance of the huge asset-backed credit sector? »


Merriman Curhan Ford & Co appoints heads of new Capital Access Group

Securities broker-dealer and investment bank Merriman Curhan Ford has hired Michael Fitzsimmons and David Schane to lead its new Capital »


Credit Suisse provides low correlation 'alternative' to alternative investments

Credit Suisse believes that its CS Nova (Lux) Commodity Plus Fund offers institutional investors a low correlation 'alternative' to alte »


A brief history of performance ratios

Early performance ratios grew out of the mean variance framework, were adapted for downside risk but have given way to newer me »


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