Portfolio Construction: Hedge fund ALM

Portfolio Construction: Hedge fund ALM

The 2008 crisis showed how liquidity mismatches can undermine apparently robust hedge fund portfolios. Peter Meier and Jann Stoz argue that measuring returns autocorrelation can enable investors to assess mismatches using only fund of fund-level information

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IPE editorial provides coverage of foreign pension funds’ experiences from which we can take ideas; we can also use it to share ideas regarding new and pioneering projects.

Ivonne Forno , CEO of Laborfonds