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


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

  • J.P. Morgan

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.

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