Alternatives and derivatives

The cluster analysis session was one of the most popular of the our 2020 conference. At Frontier, cluster analysis is being used to better understand…

This paper is the first of a two-part look at Insurance linked securities (ILS).

In the second part of our ILS review we consider the turbulent market conditions and memories of recent losses that have tested capacity in the Insurance Linked Securities (ILS) market.

Portfolios with return objectives linked to inflation (e.g. CPI + x%) are exposed to the difference between predicted and actual inflation. Hedging inflation risk is…

2020 has been a difficult year for alternative risk premia managers. We have analysed the performance of a number of managers and different areas of…

Multi-asset managers have traditionally delivered stable, reliable returns with good downside awareness. However, recently there has been a shift towards persistent underperformance. Challenges are sector…