Dispersion tests hedge fund managers

By Michelle D’Souza, research Robin Armitage

Credit hedge funds with the ability to go long and short the market were the top performers last year. But dispersion made it possible for fund managers to eke out value across many sectors

Subscriber-only article

This article is available only to Creditflux subscribers and free trial users within 30 days of publication.

Already a subscriber? Not logged in? Click here to login.

If you have not already done so,
you may request a FREE TRIAL by clicking here

This trial will give you:
  • 4-weeks' free online access to our
    most recent subscriber-only articles
  • Daily breaking news alert sent by email
  • A print copy of Creditflux

If you currently have a free trial, you will see this message when you try to view articles older than 30 days.

TAGS: Direct lending Emerging markets Europe High yield bonds Investment grade credit Structured credit CLO BlackRock Distressed debt Shenkman Credit derivatives Leveraged loans Capital Four Marketplace lending Real assets Performance Cheyne North America Selwood Carmignac Blueglen