Asymmetric returns : the future of active asset management | EFI

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Asymmetric returns : the future of active asset management

Alexander M Ineichen - Personal Name;

In Asymmetric Returns, financial expert Alexander Ineichen elevates the critical discussion about alpha versus beta and absolute returns versus relative returns. He argues that controlling downside volatility is a key element in asset management if sustainable positive compounding of capital and financial survival are major objectives. Achieving sustainable positive absolute returns is the result of taking and managing risk wisely, that is, an active risk management process where risk is defined in absolute terms and changes in the marketplace are accounted for. The result of an active risk management process-when successful is an asymmetric return profile, that is, more and higher returns on the upside and fewer and lower returns on the downside. Ineichen claims that achieving asymmetric Returns/i is the future of active asset management. Alexander M. Ineichen, CFA, CAIA, is Managing Director and Senior Investment Officer for the Alternative Investment Solutions team, a key provider within Alternative and Quantitative Investments, itself a business within UBS Global Asset Management. He is also on the Board of Directors of the Chartered Alternative Investment Analyst Association (CAIAA). Ineichen is the author of the two UBS research publications in Search of Alpha'Investing in Hedge Funds/I (October 2000) and iThe Search for Alpha Continues'Do Fund of Hedge Funds Add Value'/i (September 2001). As of 2006 these two reports were the most often printed research papers in the documented history of UBS. He is also the author of the widely popular absolute Returns'The Risk and Opportunities of Hedge Fund Investing/I, also published by John Wiley & Sons.

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SS000222 864906229 Available

Detail Information

Series Title: Wiley finance series
Call Number: 864906229
Publisher: Hoboken, N.J. : Wiley., 2013
Collation: -
Language: English
ISBN/ISSN: 9781118160602, 1118160606
Classification: 332
Content Type: -
Media Type: -
Carrier Type: -
Edition: -
Subject(s): Financial economics
Business
Specific Detail Info: -
Statement of Responsibility: -

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