Enhancing Liquidity in Alternative Portfolios (PDF) 

2010-06-29

Many alternatives investors face a challenge: How to increase their portfolio’s liquidity without sacrificing returns, especially in a post-crisis, low-yield environment? The paper illustrates how institutional investors can use these cost-effective strategies to seek to enhance portfolio liquidity, increase portfolio transparency, short hedge fund sectors and gain hedge-fund-like exposure when investment policies restrict direct hedge fund investments. The paper also provides case studies illustrating the various roles that liquid alternative beta can play in alternative portfolios, especially liquidity management.

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• Enhancing Liquidity in Alternative Portfolios (PDF)