CalPERS Absolute Return Strategies: Hedge Fund Risk and Return

CalPERS Absolute Return Strategies: Hedge Fund Risk and Return Harvard Case Solution & Analysis

CalPERS Absolute Return Strategies: Hedge Fund Risk and Return Case Solution

This case is suitable for pupils in both undergraduate and MBA-level investments lessons. With an estimated $3 trillion in assets undermanagement, hedge funds have become an important element of many institutional investors portfolios. For many of these investors, the potential for diversification motivates investments in these funds combined with equity-like returns and bond-like risk.

At precisely the same time, theproblemof risk and appropriately benchmarking hedge fund returns, in addition to the high fees associated with these funds, has some investors challenging their choice to fund these tactics. Through using companys April 2014 re-estimation of its Absolute Return Strategies /hedge fund investments in capacity of a backdrop, the study analyzes the decision to invest in hedge funds as part of a well-diversified institutional portfolio.

This is just an excerpt. This case is about Finance

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