Preqin's latest Hedge Fund Spotlight publication suggests that hedge fund investors buying into more liquid strategies are doing so at the cost of better return.
Following research into the issue, the consultant concluded that long/short funds with less frequent quarterly redemptions generated a better cumulative return since 2007 compared to funds with more frequent daily or weekly redemption - 58% versus 28% and 36% respectively.
To read the full research note click here: Hedge Fund Spotlight
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David Sugarman, fund manager for Polar Capital, will discuss convertible bonds at the InvestmentEurope Pension Fund Forum held in Zurich on 15 May.
Anna Paula Harris, portfolio strategist for the global equity beta solutions group at State Street Global Advisors (SSgA), will address smart beta strategies at the InvestmentEurope Pension Forum to be held in Zurich on 15 May.