PwC predicts hedge fund polarisation
EUROPE - Hedge fund in the European hedge fund is becoming increasingly polarised, with managers either opting for the large asset managers that act as a distribution channel to institutional money, or focusing on the more traditional high net wealth sector, a PricewaterhouseCoopers report has found.
Significantly, those choices faced by hedge fund managers was being largely driven by increased demand for absolute return strategies from institutional investors, said Graham Phillips, European hedge...
More on Europe
How are longevity trends impacting the insurance pricing market?
With pressures on health unlikely to abate in the near future, Aon's Guide to Risk Settlement analyses the cost of longevity reinsurance.
Tools to help reduce - or reshape - scheme liabilities
"The solvency deficit reported by our scheme actuary is much bigger than the company can afford. It's not worth us thinking about buyout now.. is it?"
How can trustees optimise opportunities in the annuities market?
Navigating the settlement market to find a solution that best meets an investor’s needs is a challenge that continues to plague the market
The hedge fund edge: Picking winning managers
James Balcombe looks at how pension funds can find the best hedge fund managers in the market
Trustees raise doubts over communicating DB risks to members
Concerns have been raised about making members more aware of risks to their defined benefit (DB) pensions, for fear of leading to panic and knee-jerk reactions.
