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Enhancing Fund Of Hedge Fund Returns

Fund of hedge fund performance has flattened over the last few years and assets have fallen amid high fees and poor hedge fund performance relative to the market. One theory on the downturn is that the traditional fund of hedge fund model no longer works and that a new approach is required. Karl Chalupa, President of Gamma Investment Consulting, thinks that fund of hedge fund managers can benefit from adopting a quantitative approach to manager selection, portfolio construction and forecasting manager return can help. Something of an industry expert, Chalupa has held roles at the Federal Reserve Bank of Chicago, ABN Amro, SSGA,...