|Title:||Portfolio construction : hedge fund ALM|
|Authors :||Stoz, Jann|
|Published in :||Investment & pension Europe|
|Publisher / Ed. Institution :||IPE|
|License (according to publishing contract) :||Licence according to publishing contract|
|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|
|Departement:||School of Management and Law|
|Organisational Unit:||Institute of Wealth & Asset Management (IWA)|
|Publication type:||Contribution to magazine or newspaper|
|Appears in Collections:||Publikationen School of Management and Law|
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