Hedge funds as portfolio diversifiers

special report: structured products

High returns, low volatility, and essentially no correlation with market indices. These are the arguments of many investment advisers to attract institutional investors to hedge funds.

Referring to hedge fund standard textbook models and portfolio optimisation techniques may blur manager views on the risks they incur. Can standard portfolio management tools be transposed to hedge funds? How can the idiosyncratic properties of the categorisation of hedge fund strategies be reflected in a marke

To continue reading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an indvidual account here: