The Value of Liquidity in Constructing Hedge Fund Portfolios

CME Group Podcast by CME Group

Nov 25, 201408:29Business

Ranjan Bhaduri, PhD, CFA, CAIA, Chief Research Officer, Sigma Analysis and Management, talks about the mathematics of liquidity, model risk, and the subtlety of liquidity's value in constructing a portfolio of hedge fund...

Related Episodes

Continue listening to more episodes from CME Group Podcast.

Demystifying Short-Term Systematic Trading

May 2, 2016 - 13:10

Kapil Rostagi, Managing Partner at PlusPlus Capital Management, provides insights into short-term systema...

The Evolution of Allocation: The Sequel

Apr 16, 2016 - 32:24

The Managed futures/CTA allocation journey continues for Teachers' Retirement System of the State of Illi...

Evaluating Pinnacle Award Nominees the Investor Way

Mar 4, 2016 - 07:47

Sol Waksman, Founder & President, BarclayHedge provides an overview of the Managed Futures Pinnacle Award...

Portable Alpha for Institutional Investors

Jul 22, 2015 - 26:07

Pimco was one of the pioneers in the strategy known as Portable Alpha. Since they have been executing the...

The Evolution of Allocation—One Plan Sponsor's Journey into Allocating to Managed Futures

Jun 22, 2015 - 30:18

Brennan Basnicki, CFA, CMT Senior Analyst - Absolute Return with the Teachers Retirement System of the St...

Pioneering Longevity with Cliff Asness

Apr 27, 2015 - 16:23

Cliff Asness, Managing Principal and CIO at AQR Capital Management, joins the CME Group hedge fund podcas...

Carry and Trend in Lots of Places

Apr 27, 2015 - 30:51

Vineer Bhansali, Managing Director and Portfolio Manager PIMCO's Quantitative Investment Group, discusses...

Structural Alpha, Part 2

Nov 25, 2014 - 11:22

Ranjan Bhaduri, PhD, CFA, CAIA, Chief Research Officer, Sigma Analysis and Management, discusses structur...