On the Role of Hedge Funds in Institutional Portfolios

Hilary Till

24 citations0/0 files storedThe Journal of Alternative Investments

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Financial Markets and Investment Strategies Private Equity and Venture Capital Risk and Portfolio Optimization

Abstract

Hedge funds do not easily fit into the current way institutions go about investing. Based on a survey of recent academic and practitioner research, the author reviews six competing frameworks for how to incorporate hedge funds in institutional portfolios. Each framework has very different implications for institutional asset allocation, manager selection, and benchmarking.

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1992The Cross-Section of Expected Stock Returns 1997Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds 2003Risks and Portfolio Decisions Involving Hedge Funds 1999The Performance of Hedge Funds: Risk, Return, and Incentives 1992The Persistence of Mutual Fund Performance 1986Determinants of Portfolio Performance 2000Does Asset Allocation Policy Explain 40, 90, or 100 Percent of Performance?1999A primer on hedge funds

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