Prime Brokerage Perspectives – June 2013 (J.P. Morgan)

June 2013

KEYWORDS: Volatility, risk management, pensions, defined benefit pension, Institutional Investors, asset allocation, Hedge Fund Performance, S&P 500, Equity markets, Sharpe ratio, down-side risk, tail risk

Authors:

Alessandra Tocco, Kenny King, Christopher M. Evans, Stacy Bartolomeo, Elizabeth Drumm

Organizations:
  • J.P. Morgan

Summary:
This quarterly edition of Prime Brokerage Perspectives examines the risk-return characteristics of hedge funds with a view to the investment needs of defined benefit pension plans and concludes that hedge funds can be well-suited to the investment profiles and funding requirements of such allocators.

Related Research and Data