Investors face tough choices on hedge fund allocation as a result of Solvency II
Calculations and allocations
There is growing empirical evidence that the complexity of financial markets makes it increasingly challenging for institutional investors to manage their asset/liability profile efficiently. Changes in the regulatory framework and in accounting rules make it even trickier for insurance companies. Against this backdrop insurers have no choice but to rethink their overall investment policy.
Since a great deal of information can now be obtained on hedge fund holdings, it could be argued that the
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