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Category Archives: Pension Funds
Apollo Liquidity August Update
our model portfolio continues to behave with no changes over the period. Feel free to contact us for more details Apollo Liquidity factsheet Aug 2012
Apollo Liquidity May update
For May we have produced the usual monthly factsheet presenting the profile of the simulated portfolio as usual, but we are adding the analysis of Apollo liquidity “live”, the paper version of the portfolio we monitor, including the historical impact … Continue reading
Apollo liquidity Apr 2012
dear Readers, please find the April updates under the new format we announced in March. feel free to contact us if you would like to discuss our investment methodology. the main aspects to remember are the investment constraints: – low … Continue reading
Apollo liquidity Mar 2012
This month we have made some changes in the portfolio motivated by: – the introduction of new managers on the managed accounts platforms that constitute our universe – the withdrawal of some managers. this has led us to change the … Continue reading
Apollo liquidity Feb 2012
Apollo_Factsheet_Feb_2012
Apollo liquidity Jan 2012
Apollo_Liquidity_Jan_2012
Apollo liquidity 2011 analysis
through a very difficult year for active managers, αpolloTM liquidity, our hedge fund model portfolio exhibited slightly disappointing performances, experiencing its first negative year ever… Apollo Liquidity 2011
Apollo Liquidity December Update
Apollo Factsheet
Analysis of the relationship between Sovereign CDS and Sovereign Bonds spreads
As CDS and more specifically Sovereign CDS have come under political scrutiny, we thought it would be useful to have a more impartial view on the relationship between Sovereign CDS and the Sovereign spreads. Academic research centre EDHEC-risk devoted efforts … Continue reading →