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Nordic Hedge Funds

Beyond 60/40: The Case for Liquid, Systematic Diversification

By Bjarne Graven Larsen: For decades during the great moderation, the 60/40 portfolio was the institutional investor's Swiss army knife. Equities grew wealth; bonds...

Launches & Closures

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Manager Interviews

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Private Markets

Litigation Finance Emerges as an Uncorrelated Corner of Private Markets

Private markets have expanded far beyond traditional private equity, private credit, and infrastructure investing. Among the more specialized corners of the alternatives universe sits...

Direct Lending Goes Through First Proper Credit Cycle 

After years of explosive growth and strong returns, private credit is facing its first meaningful stress test, particularly within direct lending, which has become...

A Rebound with a Bottleneck

By Alexandra Voss, CFA at SEB: Private markets are no longer in retreat, but the rebound is selective and unevenly distributed. Returns were positive...

Beyond Traditional Fixed Income: Why Aegon AM Sees Opportunity Across ABS and CLO Markets

Every day, households borrow money to buy homes, finance cars, pay for education, or fund everyday consumption. These mortgages, auto loans, consumer loans, and...

Private Equity No Longer Optional as Value Creation Moves Behind Closed Doors

As businesses stay private for longer, an increasing share of value creation now happens away from public exchanges, forcing investors to rethink where they...

More Unknowns, More Dispersion in Private Equity

Private credit managers with exposure to software companies recently faced investor withdrawals as concerns mounted over how artificial intelligence could disrupt parts of the...

Financing the Energy Buildout: The Growing Role of Infrastructure Credit

Infrastructure has traditionally been viewed as one of the more defensive corners of private markets, characterized by essential services, stable cash flows, and hard-asset...

A Decade of Thematic Private Equity: Summa Equity Sees Stronger Tailwinds Than Ever

While parts of the private equity industry have faced a challenging dealmaking environment in recent years, Nordic mid-market buyout manager Summa Equity has navigated...
Multi-Strategy
CTA ETFs
High Yield
Emerging Markets
Diversification

In-Depth: Multi-Strategy Investing

HSBC’s Three Decades of Building Hedge Fund Portfolios

Hedge fund investing has become increasingly institutionalized and resource-intensive,...

The Benefits of Multi-Manager Portfolios in CTA Investing

At first glance, CTA investing can appear deceptively homogeneous....

Why Some Nordic Allocators Prefer Multi-Strategy Hedge Funds

Many institutional allocators spend years building portfolios of single-strategy...

Latest

Systematic Multi-Strategy as a Portfolio Diversifier

By Fredrik Langenskiöld – Union Bancaire Privée: Multi-strategy funds...

Allocators Seek Sharpe, Not Spectacle When Opting for Multi Managers

Global allocators are once again paying closer attention to...

OP’s R2 Crystal Sees Stronger Case for Hedge Funds

For much of the past decade, hedge funds struggled...

In-Depth: CTA ETFs

Two Allocators, One View: Liquidity, Cost and Control Behind CTA ETF Adoption

On the surface, Morten Christensen, Chief Financial Officer at...

Maybe CTA Alpha is Simpler Than You Think: Evidence from the ETF Space

By Andrew Beer, Co-Founder of DBi: Managers of CTA hedge funds...

Othania Positions Trend-Following at the Core of Multi-Asset Portfolios

Not many investors in the Nordics explicitly allocate to...

Latest

Build Your Index

By Harold de Boer, Managing Director and Head of...

Stop Making Room for Managed Futures

By Corey Hoffstein, Co-Founder, CEO and CIO at Newfound...

Muddling Through the Mess: Managed Futures ETFs

By Alexander Mende and Per Ivarsson at RPM Risk...

There Can Only Be One

By Linus Nilsson of NilssonHedge: In the beginning, CTAs...

In-Depth: High Yield

Ridge Capital’s Mantra: “Never Lose Money”

Nordic high-yield-focused fund Ridge Capital Northern Yield has emerged...

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

The U.S. high yield market has long been regarded...

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

Delivering strong returns during a market rebound is one...

Latest

Folketrygdfondet on Nordic High Yield: More Global, but Is It More Resilient?

While Norway’s global sovereign wealth giant, the Government Pension...

High-Yield Bonds Knock Out Stocks

Nordic high-yield bonds and the managers specializing in them...

Benchmark-Plus High-Yield Investing at LD Pensions

Stockholm (HedgeNordic) – Danish pension fund LD Pensions manages...

In-Depth: Emerging Markets

Veritas Looks Beyond Benchmarks to Frontier Markets for Carry

After several years of strong performance in fixed income,...

The Emerging Markets Revival and the Case for Systematic, Diversified Exposure

Emerging market equities outperformed developed markets in 2025 for...

Emerging Markets Back in Focus, but Still a Satellite Allocation at Folksam

Emerging markets have spent much of the past decade...

Latest

AP2 Extends Systematic Approach to Emerging Markets Bonds

Systematic investing has become a widely embraced approach in...

Veritas Rethinks Emerging Market Exposure: Shift to “Ex-China” Allocations

Emerging market investing has never been a one-size-fits-all approach,...

AP2’s Quant Approach to EM Equities: Balancing Risk, Return, and Sustainability

With some SEK 460 billion under management across virtually...

AP3 Re-Enters Emerging Markets with a Fresh Lens

Stockholm (HedgeNordic) – Sweden’s buffer fund, AP3 Tredje AP-fonden,...

In-Depth: Diversification in a Correlated World

AP3’s Tactical Layer: A New Dimension of Diversification

Diversification is often discussed in terms of broad asset...

Diversifying with Gold and Silver: Why Miners Amplify Opportunity

In the institutional investor’s world, diversification is not a...

SilverDome One: Building Resilience in a Correlated World

In early 2023, two Swedes who had spent six...

Latest

Trade-off Between Illiquidity and Rebalancing Premium

In the search for diversification and higher returns, institutional...

Diversification in the Era of Monetary Reset

Diversification has long been a cornerstone of investing, designed...

AP3’s Tactical Layer: A New Dimension of Diversification

Diversification is often discussed in terms of broad asset...

Diversifying with Gold and Silver: Why Miners Amplify Opportunity

In the institutional investor’s world, diversification is not a...

Systematic Strategies

Beyond 60/40: The Case for Liquid, Systematic Diversification

By Bjarne Graven Larsen: For decades during the great moderation, the 60/40 portfolio was the institutional investor's Swiss army knife. Equities grew wealth; bonds...

Horse Racing and Maretocracy

By Thomas Babbedge at GreshamQuant: I first went to the Exeter Racecourse when I was thirteen years old with the girl next-door. I don't remember where...

Dispersion – High or Low? It Depends

By Linus Nilsson at NilssonHedge: Dispersion matters. If dispersion is high, there are two strategies for a fund selector. The first is to try...

The Hidden Beta in LLM Recommendations

By Victor Brassart and Dan Edelstein at Hafnium: As LLMs become useful in coding, copywriting, and even mathematics, it is natural to ask whether...

Aspect Capital’s Evolving Approach to Chinese Futures

Chinese futures in general add substantial diversification benefits to global futures - and the Chinese commodity futures that dominate certain Aspect Capital strategies also...

Not So Lazy Prices

By Liam Hynes, PhD – S&P Global Market Intelligence: Systematic investing has always been a story of expanding information sets. Prices, then fundamentals, then...

Finding Alpha: Strategy vs. Manager Selection. What Actually Drives Returns?

By Alexander Mende and Per Ivarsson at RPM Risk & Portfolio Management AB: For many investors, manager selection ultimately comes down to intuition, whether...

The Benefits of Multi-Manager Portfolios in CTA Investing

At first glance, CTA investing can appear deceptively homogeneous. Many managers trade the same liquid futures markets and rely on systematic, trendfollowing models that...

Allocator Interviews

More Unknowns, More Dispersion in Private Equity

Private credit managers with exposure to software companies recently faced investor withdrawals as concerns mounted over how artificial...

Allocators on the Move

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More Articles

Swedish pension fund AP3 considering portable alpha

Swedish pension fund AP3 is currently considering the implementation of portable alpha. No final decisions have yet been made. February 24 (IPE.com): The Swedish...

Map to common global reporting rules laid out

The International Accounting Standards Board, which compiles International Financial Reporting Standards (IFRS), and its U.S. counterpart the Financial Accounting Standards Board published a detailed...

University study with valuable lesson from the mutual fund world?: Mutual fund investors should look in the mirror first when portfolios lag behind

According to a new university study, most mutual fund investors only have themselves to blame if their portfolios lag behind the market. February 26...

Institutions seek ratings on operational risk

The foray into hedge funds made by pension funds and big institutions has resulted in a push for hedge fund ratings February 27 (Financial...

Nordic hedge fund industry assets under management increased with 2 billion Euros in second half of 2005

During the second half of 2005, the assets under management of the Nordic hedge fund industry have increased with an estimated 2 billion Euros....

AP7 calls for products to assist alpha beta separation, says hedge funds don’t have it

Swedish pension fund AP7 has cast a searchlight for products that can provide it with the structural separation of alpha and beta, saying that...

New Hedge Funds Raised $27.8 Billion In Europe Last Year

Newly launched hedge funds in Europe raised $27.8 billion during 2005. New hedge fund launches in Europe rose by nearly a third during the...

Hennessee Hedge Fund Index attrition rate was 3.9% in 2005, 2nd lowest in 7 years

Hennessee Group LLC, an adviser to hedge fund investors, today announced that the 2005 Hennessee Hedge Fund Index attrition rate was 3.9%. The attrition...

Kullberg & Spiik continues legal struggle, appeals to Administrative Supreme Court

In the face of the refusal of the Appellate Court to meet Kullberg & Spiiks inhibition request, the Swedish fund management company has appealed...

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