Portfolio optimization under universe of hedge funds?
Emerging markets are booming these days, tons of money has been exported by institutional investor to pocket handsome return.
A investment company runs 1000 of different funds some of which are exposed completely to emerging markets & other are 10% to 20%. World's know that these market are highly volatile and extremely risky but had performed well than other caps fund and indexes funds.
As an investment company, they had to manage the risk associated with these markets, so they invest millions of money in hedge funds and derivative markets. The significant question arise here is,how the fund manager of the company can optimize their portfolio under a large universe of hedge funds.
- 1 decade agoFavorite Answer
what is the question again?