04.12.2007 Opalesque Exclusive: Through swaps and a hedge FoF, Hong Kong Jockey Club constructs synthetical bond portfolio which could potentially deliver excess alpha over its traditional fixed income mandate
The Club recently extended the its use of hedge funds within its portfolio. This represents a vote of confidence for alternative assets as it plays an increasingly prominent role in portfolio construction. Through the use of a combination of swaps and fund of hedge funds, the Club synthetically constructed a bond portfolio that could potentially deliver excess alpha over its traditional fixed inc
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