Authors: Alex Allen; Jérôme Huillard; Stavros Siokos
Addresses: Sciens Capital Limited, 25 Berkeley Square, London W1J 6HN, UK ' Sciens Capital Limited, 25 Berkeley Square, London W1J 6HN, UK ' Sciens Capital Limited, 25 Berkeley Square, London W1J 6HN, UK
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.
Keywords: fund of hedge funds; FoHFs; portfolio management; portfolio construction; risk; managed accounts; alpha; manager selection; portfolio monitoring; flexibility; transparency.
International Journal of Portfolio Analysis and Management, 2013 Vol.1 No.3, pp.207 - 223
Available online: 06 Jun 2013 *Full-text access for editors Access for subscribers Purchase this article Comment on this article