Abstract
The purpose of this doctoral thesis is clearly established: to understand whether fund of hedge funds based portable alpha strategies provide tools for better investment results commensurate with risk and costs.A finance literature review is presented, which also delves into the roots of hedge funds and strategies, liability driven strategies, alpha and beta separation and portable alpha strategy linking the latter concepts to LDI strategies.Two studies are presented, one involving a survey aimed to better understand 'How' hedge funds, pensions, LDI and portable alpha relate and whether the industry is applying LDI and portable alpha strategies within their portfolios. The other study involves a regression analysis on fund of hedge funds performance and portable alpha.
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