Alternative Investments

Alternative asset classes play an important role in reducing portfolio risk and increasing risk-adjusted returns. These articles seek to enhance your understanding of Frontier’s alternative asset classes.

WATCH: An Introduction to Managed Futures

Presented by Michael Azlen, Founder and Executive Chairman
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Recorded July 2010

WATCH: An Introduction to Hedge Fund Synthetic Replication

Presented by Michael Azlen, Founder and Executive Chairman
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Recorded July 2010

Frontier Research – The Benefits of Hedge Funds and Managed Futures

An overview of the Hedge Funds and Managed Futures asset classes, including their return and risk characteristics and the benefit of their inclusion in traditional UK portfolios.
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Publication date: April 2008 updated September 2009

Lintner Revisited: The Benefits of Managed Futures 25 Years Later

A CME Group publication by Ryan Abrams, Ranjan Bhaduri, PhD CFA CAIA and Elizabeth Flores, CAIA
Demonstrates that the beneficial correlative properties of managed futures presented in Lintner’s 1983 paper still persist today.
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Publication date: February 2009

Managed Futures: Portfolio Diversification Opportunities

A CME Group publication
An overview of the managed futures industry and the benefits of investing in the asset class.
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Publication date: December 2008

Managed Futures Can Save Your Tail

by Steven Koomar
Looks at the benefits of including managed futures in a traditional stock/bond investment portfolio.
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Publication date: April 2004

Reasons for Investing in CTAs

by David Axmer, Asset Alliance
Further research on the diversification benefits of Managed Futures.
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Publication date: March 2006

Commodities and Strategic Asset Allocation

by Thomas M. Idzorek, CFA, Ibbotson Associates
Considers the role of commodities in a strategic asset allocation including their ability to provide a hedge against inflation and portfolio diversification benefits due to low correlations to stocks and bonds.
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Publication date: March 2006