Hedge Funds, Private Equity, and Alternative Investment Vehicles



Similar documents
Review Section 493. Reviewed by Masao Nakamura University of British Columbia

Financial Evolution and Stability The Case of Hedge Funds

Crisis Alpha and Risk in Alternative Investment Strategies

The Future of the MBA: Designing the Thinker of the Future

John Hancock Retirement Choices at 2045 Portfolio

Market Seasonality Historical Data, Trends & Market Timing

Finance. Undergraduate Program of Study. Graduate Program of Study. Courses. Certificate in Risk Management and Insurance. Doctor of Philosophy

decidedly different Catalyst Mutual Funds Brochure

California State University, Fresno Foundation INVESTMENT POLICY STATEMENT

FSB/IOSCO Consultative Document - Assessment Methodologies for Identifying Non-Bank Non-Insurer Global Systemically Important Financial Institutions

ADVISORSHARES GARTMAN GOLD/YEN ETF (NYSE Arca Ticker: GYEN) SUMMARY PROSPECTUS November 1, 2015

ADVISORSHARES YIELDPRO ETF (NASDAQ Ticker: YPRO) SUMMARY PROSPECTUS November 1, 2015

VISUAL 1 TERMS OF MODERN FINANCIAL MARKETS

Understanding a Firm s Different Financing Options. A Closer Look at Equity vs. Debt

Nuveen Intelligent Risk Conservative Allocation Fund will be liquidated after the close of business on June 24, 2016.

Commodity Trading Advisors. AQF 2005 Nicolas Papageorgiou

Seix Total Return Bond Fund

EXPLOITING EXCESS RETURNS FROM SHARE BUYBACK ANNOUNCEMENTS

CHAPTER 15 INTERNATIONAL PORTFOLIO INVESTMENT SUGGESTED ANSWERS AND SOLUTIONS TO END-OF-CHAPTER QUESTIONS AND PROBLEMS

Nuveen Tactical Market Opportunities Fund

Fixed Income Investments. Private Banking USA

LVIP Dimensional Non-U.S. Equity RPM Fund. Summary Prospectus April 30, 2013

FLEXIROAM LIMITED ( COMPANY ) (ACN ) SECURITY TRADING POLICY ( POLICY )

Memorandum by the Association of Investment Companies (AIC)

Dodd-Frank Act Changes Affecting Private Fund Managers and Other Investment Advisers By Adam Gale and Garrett Lynam

POLICY STATEMENT TO REGULATION RESPECTING INSIDER REPORTING FOR CERTAIN DERIVATIVE TRANSACTIONS (EQUITY MONETIZATION)

JPMORGAN VALUE OPPORTUNITIES FUND, INC. JPMORGAN TRUST II JPMorgan Large Cap Value Fund (All Share Classes)

Shadow Banking the Role of Money Market Funds. Jeffrey N Gordon Columbia Law School October 25, 2012

Financial stability, systemic risk & macroprudential supervision: an actuarial perspective

The Bond Fund of America

Investment Banks, Security, Brokers and Dealers, and Venture Capital Firms

Deutsche Strategic Equity Long/Short Fund

Fuzzy logic decision support for long-term investing in the financial market

Portfolio Management. Bertrand Groslambert. Skema Business School

Interest Rates and Inflation: How They Might Affect Managed Futures

Vanguard Target Retirement Funds

Rethinking Fixed Income

Securities Lending 101

ED 10 Consolidated Financial Statements

How To Invest In American Funds Insurance Series Portfolio Series

RBC Money Market Funds Prospectus

Securities Trading Policy

John Hancock Alternative Asset Allocation Fund

The Master Statement of Investment Policies and Objectives of The Lower Colorado River Authority Retirement Plan and Trust. Amended June 16, 2015

Fixing Fair Value Accounting

EATON VANCE HEXAVEST GLOBAL EQUITY FUND Supplement to Summary Prospectus dated December 1, 2015

Consolidated Financial Statements

Layman s Guide to Pair trading

Investment Portfolio Management and Effective Asset Allocation for Institutional and Private Banking Clients

decidedly different Catalyst Mutual Funds Investor Overview

Outline: I. Background.

SACRS Fall Conference 2013

JPMorgan U.S. Equity Fund

TD Asian Growth Fund (3)(4) TD Emerging Markets Fund (4)(16) TD Latin American Growth Fund

Re-Assessing Multi-Strategy Hedge Funds Aaron Mirandon, Associate Portfolio Manager

HSBC World Selection Portfolios The smart way to diversify your customers investments

Nonprofit Guide to Prudent Investing. From The Merrill Lynch Center for Philanthropy & Nonprofit Management

Westfield Corporation Security Trading Policy Trading Restrictions. Westfield Corporation Limited (ABN )

Financial Assets Behaving Badly The Case of High Yield Bonds. Chris Kantos Newport Seminar June 2013

Diversified Alternatives Index

for Analysing Listed Private Equity Companies

Solutions for End-of-Chapter Questions and Problems

GNMA Fund PRGMX. T. Rowe Price SUMMARY PROSPECTUS

Master of Accounting (MA) Comprehensive Exam Track

Chapter 2 Characteristics of Investment Companies

Glossary of Investment Terms

CHAPTER 1: INTRODUCTION, BACKGROUND, AND MOTIVATION. Over the last decades, risk analysis and corporate risk management activities have

Gene C. Lai. Presented at Feng Chia University

Single Manager vs. Multi-Manager Alternative Investment Funds

I. Introduction. II. Financial Markets (Direct Finance) A. How the Financial Market Works. B. The Debt Market (Bond Market)

INVESTMENTS Class 21: Hedge Funds. Spring 2003

Rating Methodology by Sector. Life Insurance

MainStay VP Janus Balanced Portfolio

Janus Investment Fund

Bond Fund of the TIAA-CREF Life Funds

NEW STRATEGIC INSIGHT US MUTUAL FUND OBJECTIVES ROLLOUT IN SIMFUND MF

The Role of Alternative Investments in a Diversified Investment Portfolio

Toward Further Development of the Tokyo Financial Market: Issues on Repo Market Reform

CHAPTER 8: Organisational objectives, growth and scale

PIONEER ADVISORY: Pioneer Absolute Return Credit Fund Name Change

Strategic Research: Contracts For Difference

Transcription:

University Press Scholarship Online You are looking at 1-10 of 58 items for: keywords : hedge funds Hedge Funds, Private Equity, and Alternative Investment Vehicles Roy C. Smith, Ingo Walter, and Gayle Delong in Global Banking Published in print: 2012 Published Online: May 2012 ISBN: 9780195335934 eisbn: 9780199932146 acprof:oso/9780195335934.003.0010 Hedge funds, private equity investments, and other forms of alternative investments that offer the possibility of enhanced portfolio returns on a risk-adjusted basis have been available to sophisticated investors and institutions for many years. In the early 2000s, trillions of dollars of new investment funds that flowed into alternative investments and contributed to the bubbles of the 2004 2007 markets suffered proportionately when the bubble burst. Banks were attracted to and participated in the surge in alternative investments in many ways, as lenders, agents, and as principal investors in funds distributed to clients. The multiple exposures of banks to mortgage-backed and nonmortgage asset-backed securities, and to hedge funds and private equity funds caused them a high degree of distress, forced writedowns of assets, and compelled banks to raise additional capital. Consequently, many banks that were once active in alternative asset investments became much less so as the industry deleveraged and lost momentum. By 2010, only a few banks were still active as major players in this industry. Alternative Investment or Nomadic War Machine? Ewald Engelen, Ismail Ertürk, Julie Froud, Sukhdev Johal, Adam Leaver, Michael Moran, Adriana Nilsson, and Karel Williams in After the Great Complacence: Financial Crisis and the Politics of Reform Published in print: 2011 Published Online: January 2012 ISBN: 9780199589081 eisbn: 9780191731150 acprof:oso/9780199589081.003.0004 Page 1 of 6

This chapter explores the role of alternative investment funds in the recent financial crisis. It considers the different ways in which the source of private equity and hedge fund success during the boom were understood, contrasting the positions of supporters and critics. In contrast to these positions, the chapter reframes private equity and hedge funds as a mutable, integral part of the world of bricolage described in 2. It is argued that these intermediaries were bricoleurs building structures from conjunctural conditions of low interest rates and abundant liquidity in the 2000s. Yet there was something distinctive about their strategy which we understand outside the market frame through the Deleuzian analogy of nomadic war machine. The chapter concludes by arguing that it is not fixed strategies that generate reward, but rewards which drive variable tactics of value extraction which often impose costs on others. The Past, Present, and Future of Hedge Funds Roland Füss and Sarah Müller in Portfolio Theory and Management Published in print: 2013 Published Online: May 2013 ISBN: 9780199829699 eisbn: 9780199979790 acprof:oso/9780199829699.003.0027 The finance literature documents that investors can benefit from adding hedge funds as part of the alternative asset class to their asset allocation. By outlining the most important literature, this chapter gives a comprehensive overview of the fundamental characteristics of hedge funds and provides evidence supporting their use in a tactical and strategic portfolio allocation context. Because hedge fund return properties differ from those of traditional asset classes, this chapter discusses appropriate performance measures as well as enhanced portfolio optimization approaches when considering hedge funds in mixed-asset portfolios. It also includes information on relevant organizational and regulatory issues. This chapter also focuses on the increased systemic relevance of hedge funds for financial markets, the complex connections they have with other financial institutions, and the implications for future regulatory developments in this industry. Page 2 of 6

Mergers and Acquisitions Sharan Jagpal in Fusion for Profit: How Marketing and Finance Can Work Together to Create Value Published in print: 2008 Published Online: September 2008 ISBN: 9780195371055 eisbn: 9780199870745 acprof:oso/9780195371055.003.0022 This chapter shows how the firm can use marketing-finance fusion to evaluate mergers and acquisition strategies. It examines the potential gains from mergers, the history of mergers and acquisitions, the effect of private equity firms and hedge funds on merger activity and merger performance, and the special problems posed by international mergers. In particular, it shows how buying and selling firms can objectively value brands by combining game theory and data from choice-based experiments. The Contractual Governance of Private Equity Funds and Hedge Funds: A Case Study Joseph A. McCahery and Erik P. M. Vermeulen in Corporate Governance of Non-Listed Companies Published in print: 2008 Published Online: January 2009 ISBN: 9780199203406 eisbn: 9780191707780 acprof:oso/9780199203406.003.0006 This chapter examines the contractual governance arrangements of private equity and hedge funds. Section 2 examines the traditional structure and investment strategies of hedge funds and private equity, highlighting the respective benefits and costs of the two types of funds. Section 3 reviews the activity of hedge funds, concentrating on the increasingly important role they play in corporate governance and corporate control. It then considers the variety of investments made by private equity partnerships. Section 4 compares the contractual structure of private equity and hedge funds, describing the terms and conditions of fund formation and operation, and the contractual features that distinguish the two types of funds. Page 3 of 6

In the Shadow of Corporate Governance Reform: Change and Continuity in Managerial Practice at Listed Companies in Japan * John Buchanan and Simon Deakin in Corporate Governance and Managerial Reform in Japan Published in print: 2009 Published Online: February 2010 ISBN: 9780199563630 eisbn: 9780191721359 acprof:oso/9780199563630.003.0002 This chapter presents an empirical analysis of the implementation of the company with committees law of 2002 that was aimed at expanding the role of independent directors. Most boards continue to have a significant executive presence and external directors are treated as advisers and associates rather than as monitors of management or as agents of the shareholders. However, there has been an increase in external directors across all companies (not just those opting into the new law), and a clearer separation between monitoring and execution. Because the core of the community firm appears to remain intact, the chapter interprets these developments as a renewal of the postwar model, stressing elements of continuity along with the adaptability of the Japanese corporation in the face of external pressures. A similar conclusion is reached concerning the limited impact on managerial practice of growing shareholder engagement, including recent instances of hedge fund activism. Introduction to Hedge Funds Douglas Cumming, Na Dai, and Sofia A. Johan in Hedge Fund Structure, Regulation, and Performance around the World Published in print: 2013 Published Online: May 2013 ISBN: 9780199862566 eisbn: 9780199332762 acprof:oso/9780199862566.003.0001 Chapter 1 explains what hedge funds do, and differentiates hedge funds from other asset classes such as venture capital, private equity, and mutual funds. This chapter also provides some descriptive statistics of the size of the hedge fund market over time, makes some size comparisons with other assets classes and outlines some of the main issues relevant to the analysis of hedge funds. Chapter 1 provides an outline for the scope of material that comprises the subsequent chapters of this book. Page 4 of 6

Alfred Winslow Jones: 1900 1989: Financial Hippie Edward Morris in Wall Streeters: The Creators and Corruptors of American Finance Published in print: 2015 Published Online: May 2016 ISBN: 9780231170543 eisbn: 9780231540506 Publisher: Columbia University Press DOI: 10.7312/ columbia/9780231170543.003.0010 The chapter describes Alfred Winslow Jones and the development of the first hedge fund. Systemic Risk and Hedge Funds Nicholas Chan, Mila Getmansky, Shane M. Haas, and Andrew W. Lo in The Risks of Financial Institutions Published in print: 2007 Published Online: February 2013 ISBN: 9780226092850 eisbn: 9780226092980 Publisher: University of Chicago Press DOI: 10.7208/ chicago/9780226092980.003.0007 This chapter reports that inferences about risk can be acutely sensitive to the sample period used to produce risk measures. It also discusses the increasing role of hedge funds. The dynamics of hedge funds are quite different to those of more traditional investments, and the potential impact on systemic risk is apparent. Illiquidity and smoothed returns may be significant properties for hedge fund returns. Serial correlation may serve as a proxy for a fund's liquidity exposure. The banking sector has significant exposure to certain hedge fund indexes, implying the presence of some common factors between hedge funds and banks, and raising the possibility that dislocation among the former can impact the latter. It is shown that the average liquidation probability for funds in 2004 is over 11 percent, which is higher than the historical unconditional attrition rate of 8.8 percent. The chapter explains how the banking sector is exposed to hedge fund risks. Corporate Governance and Managerial Reform in Japan D. Hugh Whittaker and Simon Deakin (eds) Published in print: 2009 Published Online: February 2010 ISBN: 9780199563630 eisbn: 9780191721359 Item type: book acprof:oso/9780199563630.001.0001 The chapters in this book address the state of Japanese corporate governance and managerial practice at a critical moment. They are Page 5 of 6

based on detailed and intensive fieldwork in large Japanese companies and interviews with investors, civil servants, and policy makers in the period following the adoption of significant corporate law reforms in the early 2000s up to the months just before the global financial crisis of 2008. At the start of the decade, the time seemed right for Japan to move to a shareholder value driven, Anglo American system of corporate governance. Instead, an adjustment and renewal of the postwar model of the large Japanese corporation has taken place. Japanese managers have adapted to and reshaped corporate governance norms, using them to reform internal decision making structures. The board's role is seen in terms of strategic planning rather than monitoring, and external directors are viewed as advisers, not as representatives of the shareholders. Companies have responded to the threat of hostile takeovers by putting poison pills in place and have rebuffed hedge fund activists' demands for higher dividends and share buybacks. Although shareholder influence is more extensive than it was, central aspects of the Japanese community firm in particular, managerial autonomy and a commitment to stable or lifetime employment for core of employees largely remain in place. The Japanese experience suggests that there are limits to the global convergence of company law systems, and that the widespread association of Anglo American practices with the modernization of corporate governance may have been misplaced. Page 6 of 6