Hedge funds: Coping with low interest rates
Historical analysis suggests portfolios of certain quant hedge fund strategies may offset some of the risk of rising interest rates Historical analysis suggests portfolios of certain quant hedge fund strategies may offset some of the risk of rising interest rates A persistent low-rate environment has challenged the safe-haven status of fixed income that for decades served as a reliable hedge to equities, while consistently generating attractive returns. In today’s environment, an increase of just 0.2% in interest rates, a move that is smaller than the smallest increment considered by the...
Source: ipe.com