Absolute Alpha Fund PCC Diversified: Financial Risk Management
The FRM Absolute Alpha Diversified Fund was launched in January 1998 as a portfolio for institutional investors who already had bonds and equities at their disposal.
“Our main idea was that by combining a diverse array of hedge funds in a sensible way in an institutional portfolio, a genuine alternative to bonds and equities could be produced,” explains Keith Haydon, deputy chief investment officer at Financial Risk Management (FRM).
“We also wanted to manage money on an absolute return basis to fit in with the requirement of institutional portfolios which in many cases have absolute return mandates,” he adds
The fund was one of the first to target
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