Abstract
Problem statement: This study introduced to the literature information on and from the Deutsche Bank Alternative Investment Survey: 2002-2009. Approach: All the survey data for our analysis is from the DBAIS survey. We obtained the interest rate data, from the St. Louis Federal Reserve. Results: Our results present important summaries of the trends and relationships among participants in the alternative investments market. The importance of the survey is evident by the growth from 168 to over 1000 respondents and the number of questions has tripled. Conclusion/Recommendations: Interesting findings include a dramatic increase in the use of managed accounts. Also, planned increases in allocations to the styles distressed debt and convertible arbitrage are positively correlated with each other and the Baa bond rate and they are each negatively correlated with planned increases in allocations to most other styles.
Highlights
All the survey data for our analysis is from the Deutsche Bank Alternative Investment Survey (DBAIS) survey
We provide some trend analysis as well as correlation and regression results that can provide insights into how hedge fund managers make choices among various styles
The data and summary observations: The DBAIS results were published in March 2002, January 2003, February 2004, July 2005, winter 2006/2007, May 2008 and March 2009
Summary
It provided the forecasts of only 17 economists for only the Treasury bill rate and the. The Deutsche Bank Alternative Investment Survey (DBAIS) provides the opinions, forecasts and summaries of activities of hundreds of participants in the market for alternative investments. Our analysis of the survey to date accomplishes two important goals. We call attention to thirty-year Treasury bond rate; it began the practice of providing forecasts for both six-month and twelve month horizons and subsequent surveys appeared every six months. In 1986, the survey began to include forecasts for GDP, inflation and unemployment in addition to the interest rate data. In 1989, the survey added forecasts of exchange rates and there were 39 contributing forecasters. More practitioners and researchers can benefit if they are aware of it and those who conduct the
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