Thursday, March 10, 2011


Portfolio Construction Technique: Overlay/Underlay Alternatives Blend

By Ranjan Bhaduri, PhD, Chief Research Officer, AlphaMetrix Alternative Investment Advisors

In his paper, Bhaduri demonstrates that invoking an overlay/underlay of CTAs and hedge funds is better than investing in either CTAs and hedge funds alone. Different nuances of how to blend hedge funds with CTAs are explored.

Download the full article here.

From the March 2011 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.

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