Building a risk-efficient portfolio

Investing

cover80-jpg

The typical investor assembles a portfolio of hedge funds by first allocating assets to different hedge fund styles and then assembling a collection of good managers within those allocations. But investors assembling portfolios of hedge funds should adopt a more integrated approach and instead construct a risk-efficient portfolio of funds.

Understanding the present and historical risk exposures of each current and candidate manager, and analysing how a portfolio of hedge funds

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

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 individual account here