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

June 2013

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

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