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程卤蛋蛋 · 2024年11月19日

为什么解析里说Hedge fund 提供的capital potential 比较一般?

NO.PZ2023010407000028

问题如下:

Ingerðria Greslö is an adviser with an investment management company and focuses on asset allocation for the company’s high-net-worth investors. She prepares for a meeting with Maarten Pua, a new client who recently inherited a $10 million portfolio solely comprising public equities.

Greslö meets with Pua and proposes that she create a multi-asset portfolio by selling a portion of his equity holdings and investing the proceeds in another asset class. Greslö advises Pua that his investment objective should be to select an asset class that has a high potential to fulfill two functional roles: risk diversification and capital growth. Greslö suggests the following three asset classes:

· Public real estate

· Private real assets (timber)

· Equity long/short hedge funds

Determine the most appropriate equity-related hedge fund strategy that Shaindy should employ. Justify your response.

解释:


请问老师什么时候才会考虑配置hedge fund ?它提供的资本回报比林地这种实物资产要低吗?

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