Aegon equity spin-off Saemor finds its stride

November 25, 2011  

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Backed by nearly €500 million of money from its Dutch insurance company parent, the well-performing Hague-based firm is now looking to attract other investors for its market-neutral and model-based European equity approach


Sven Bouman
Erwin de Kleijn
Saemor Capital, the Hague-based quantitative hedge fund manager set up in 2008 to manage the European alpha equity portfolio of Dutch insurance giant Aegon, is having a very good year with its sole strategy, the market-neutral Saemor Europe Alpha Fund.

Market-neutral funds have generally fared better than their long/short counterparts in 2011, with the EuroHedge Equity Market Neutral & Quantitative Strategies index showing a return of around 2% this year to...

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