STRATEGIC ASSET ALLOCATION WITH PORTFOLIOS OF HEDGE FUNDS, BY DRAGO INDJIC OF FAUCHIER PARTNERS
Learn how Dr. Drago Indjic, Head of Research at Fauchier Partners, a leading specialist firm dedicated to the construction and management of customized portfolios, uses S-PLUS for advanced hedge fund analysis to answer questions such as:
What is the best way to construct a portfolio of hedge funds to supplement a portfolio with or without other alternative investments?
Is it possible to optimise strategy mix to improve risk profile?
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Is this really a good time to be talking about hedge fund allocations? Sure there is the advice to be fearful when everyone else is greedy and be greedy when everyone else is fearful, but shouldn’t people wait a little until there is more clarity or transparency in the market? How many hedge funds will be revealed to have leveraged up with mortgage-backed securities? We’ve witnessed the demise of commercial banks and investment banks – will we see some hedge fund obituaries? I’m not sure that a customized portfolio of hedge funds with optimized strategy and risk profile mix would be able to escape the ravages of unknown risks exacerbated by leverage.
Nevertheless, I’m sure there are some hedgies out there making a killing with shorts or at least preserving wealth by being mostly in cash. I’m sure there are some great managers out there picking over some real bargains as well.