A Note on Strategic and Tactical Asset Allocation for Hedge Funds
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Date: 05-02-2005
Start Time:
6:00pm
End Time: 7:30pm
Speaker: Hari Krishnan, Morgan Stanley
Location: Mudd 303
ABSTRACT
We give an informal overview of fund of funds portfolio
construction and discuss some of the difficulties in decomposing a manager's
return into alpha, beta and alternative beta. We then provide some practical
suggestions for tactical allocation to hedge funds and other alternative asset
clases.
BIO
Hari P. Krishnan is an executive director at Morgan Stanley, where he advises
over $1 billion of capital for high net worth individuals, family offices and
foundations. Hari was previously an options trading strategist for a large
market making firm at the CBOE and a senior economist at the Chicago Board of
Trade. He holds a BA from Columbia University, and MS and PhD in applied math
from Brown Univerisity and was a postdoc at the Columbia Earth Institute.