A purely returns-based analysis could have shed light on sources of risk and alpha within the Structured Alpha range.
The family of Allianz Structured Alpha products was effectively selling market crash insurance and putting investors' money at risk in the case of a market collapse (buying put options) when they were supposed to ‘always remain hedged against sharp market downturns,’ new research has found. The purpose of our analysis was not to play Monday morning quarterback - Michael Markov, CEO, MPI According to Markov Processes International (MPI), a US fintech provider of software and servi
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