![\"\"](\"http:\/\/www.hedgeco.net\/news\/wp-content\/uploads\/2011\/07\/41B9JE4E9FL.jpg\" "\\"41B9JE4E9FL\\"")
<\/a><\/p>\nAQR intends to publish a white paper\u00a0analyzing\u00a0its findings. \u00a0Highlights include:<\/p>\n
- \n
- A 20-year historical performance review of reinsurance portfolios reveals little significant correlation to global equities, US fixed income, high yield credit, commodities and hedge funds.<\/li>\n<\/ul>\n
- \n
- Also looking back 20 years, a risk balanced portfolio of reinsurance spread across distinct territories and perils outperforms a “peak peril” portfolio that is concentrated in US hurricane, US earthquake, European windstorm and Japan earthquake.<\/li>\n<\/ul>\n
The reinsurance strategy has a $250 million funding goal and will be capitalized by AQR and outside investors.<\/p>\n
Alex Akesson
\nEditor for HedgeCo.net<\/a>
\nalex@hedgeco.net<\/a>
\nHedgeCo.Net<\/a> is a premier hedge fund database<\/a> and community for qualified and accredited investors only. Membership in HedgeCo.net<\/a> is FREE and EASY. We also offer FREE LISTINGS for Hedge Funds<\/a>!<\/p>\n","protected":false},"excerpt":{"rendered":"New York (HedgeCo.net) – $41 billion\u00a0Connecticut hedge fund manager AQR Capital Management has launched a reinsurance group to develop investment strategies that have low correlation with traditional markets and hedge funds. The group will be run by David G. Kabiller […]<\/p>\n","protected":false},"author":2,"featured_media":0,"comment_status":"open","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[9,919,3],"tags":[],"class_list":["post-23677","post","type-post","status-publish","format-standard","hentry","category-hedge-fund-launches","category-hedge-fund-research","category-hedgeco-news"],"_links":{"self":[{"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/posts\/23677","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/users\/2"}],"replies":[{"embeddable":true,"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/comments?post=23677"}],"version-history":[{"count":6,"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/posts\/23677\/revisions"}],"predecessor-version":[{"id":23693,"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/posts\/23677\/revisions\/23693"}],"wp:attachment":[{"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/media?parent=23677"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/categories?post=23677"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/tags?post=23677"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}
- Also looking back 20 years, a risk balanced portfolio of reinsurance spread across distinct territories and perils outperforms a “peak peril” portfolio that is concentrated in US hurricane, US earthquake, European windstorm and Japan earthquake.<\/li>\n<\/ul>\n