- Advertisement -

Related

High Hopes for Hedge Funds in 2019

Powering Hedge Funds

Stockholm (HedgeNordic) – As we are heading towards the end of quantitative easing, central banks are no longer expected to serve as a major source of market stability. Prospects for weak stock market returns, increased volatility and less predictable correlations between asset classes may create an environment many hedge funds have been waiting for. With hedge funds representing the most innovative and unconstrained form of active management, Morgan Stanley believe hedge fund vehicles are well positioned to outperform passive and long-only active managers going into 2019.

In a market outlook titled “Hedge Funds: Opportunities in Shifting and Volatile Markets,” Morgan Stanley point out which hedge fund strategies face the greatest potential in the current environment, as well as outline which strategies have less sensitivity to broad market volatility. All in all, Morgan Stanley “believe that higher volatility levels will be sustained because of the simultaneous late-stage economic transition and withdrawal of post-crisis government support. This should provide hedge fund managers the opportunity to add value in what we expect to be a very fertile investing environment.”

The complete market outlook can be downloaded here:

 

Picture: (c) By-oatawa—-shutterstock.com

Subscribe to HedgeBrev, HedgeNordic’s weekly newsletter, and never miss the latest news!

Our newsletter is sent once a week, every Friday.

Eugeniu Guzun
Eugeniu Guzun
Eugeniu Guzun serves as a data analyst responsible for maintaining and gatekeeping the Nordic Hedge Index, and as a journalist covering the Nordic hedge fund industry for HedgeNordic. Eugeniu completed his Master’s degree at the Stockholm School of Economics in 2018. Write to Eugeniu Guzun at eugene@hedgenordic.com

Latest Articles

Colosseum’s Rollercoaster Start Gives Way to Strong Rebound

Early investors in the freshly launched Colosseum Global Alpha have experienced a rollercoaster ride in recent months, though the latest stretch has been largely...

Nordic CTAs Thrive in February’s Volatile Macro Landscape

February proved to be another favorable month for Nordic CTA managers, leaving CTAs as the best-performing sub-strategy in the Nordic Hedge Index so far...

Core, Satellite, and Structural Premiums: PensionDanmark’s Approach to Emerging Market Debt

Many institutional investors have gradually internalized mandates once awarded to external managers, seeking tighter cost control, greater transparency, and improved alignment. Emerging market debt...

PIMCO: Similar Yields, Better Risk Profile in European High Yield

The U.S. high yield market has long been regarded as the global benchmark: deeper, more liquid, and broader in sector composition. For many allocators,...

Avoiding the Echo Chamber: Kraft’s Playbook in Tighter High-Yield Market

Delivering strong returns during a market rebound is one thing. Preserving performance momentum once spreads tighten and dispersion fades is another. That was the...

Tidan Deepens Volatility Arbitrage Expertise

Tidan Capital has strengthened its volatility and options arbitrage platform with the appointment of Laurent Keller as Senior Portfolio Manager. The Stockholm-based hedge fund...

Allocator Interviews

In-Depth: Diversification

- Advertisement -

Voices

Request for Proposal

- Advertisement -