Fund of hedge fund portfolio construction process in the new era of risk
by Alex Allen; Jérôme Huillard; Stavros Siokos
International Journal of Portfolio Analysis and Management (IJPAM), Vol. 1, No. 3, 2013

Abstract: In this paper, we outline a distinctive approach that we utilise to the processes involved in the traditional value proposition of FoHFs - manager selection, portfolio construction and monitoring - and highlight the added flexibility and transparency benefits we obtain by choosing, where appropriate, to access managers via managed accounts.

Online publication date: Sat, 05-Jul-2014

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