| Publication type: | Contribution to magazine or newspaper |
| Title: | Portfolio construction : hedge fund ALM |
| Authors: | Stoz, Jann Meier, Peter |
| Published in: | Investment & Pensions Europe |
| Issue Date: | 1-Aug-2011 |
| Publisher / Ed. Institution: | IPE |
| ISSN: | 1369-3727 |
| Language: | English |
| Subjects: | ZAI; Liquidity measurement; Asset liability management; Hedge fund |
| Subject (DDC): | 332.6: Investment |
| Abstract: | 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. |
| URI: | https://digitalcollection.zhaw.ch/handle/11475/9979 |
| Fulltext version: | Published version |
| License (according to publishing contract): | Licence according to publishing contract |
| Departement: | School of Management and Law |
| Organisational Unit: | Institute of Wealth & Asset Management (IWA) |
| Appears in collections: | Publikationen School of Management and Law |
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