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From Benedicte Gravrand, Geneva: An expert in the area of real options applications, in computer science and in expert systems, Gill Eapen established Decision Options LLC (in Groton, CT) in 2001 to develop new technologies in the area of valuation and risk management of private assets. The valuation technologies have been applied, since then, to solve a variety of problems in over four dozen companies. In 2004 Gill Eapen decided it was time to apply those technologies to his very own long short equity hedge fund: Decision Options Asset Management (DoAM). He explained its workings to Opalesque.

DoAM was launched in 2004. Its AUM is currently US$10 million and it returned 23.9% YTD (10.1% since inception). The DoAMV is a sub-portfolio, a constant hedge with 1:1 leverage, which returned 28.1% YTD and 22.82% since inception. “Going forward, our goal is to institute the DoAMV as an instrument for the institutional space,“ said Gill Eapen. The other sub-portfolio is the DoAMN, a constant hedge with no leverage. Besides the portfolio manager, investors are HNWIs; “most of them are also investors in the management company, Decision Options”, he added.

Proprietary technology The fund extracts alpha from stock selection and formation of a market neutral portfolio, using separately tracked long and short portfolios and using proprietary technology (Decision Options Equity Research (DoE......................

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