Abstract
This paper describes how macroeconomic factors are used to aid in the decision-making process of allocating capital to hedge fund managers (applicable to traditional managers as well). A comparison is made between traditional portfolio construction methods and the Dynamic Asset Allocation methodology used in this paper to determine how each portfolio would have performed during the drawdown period in the 4th quarter of 2008. Our proprietary tools use the patented technology in DynaPorte to combine both macroeconomic factors with market risk factors to determine not only what factors influence returns at a given time, but also what may be influencing a manager's behavior during varying macroeconomic periods.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
