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Protecting Your Tail from Correlation Risk 2023

Released on Wednesday, December 14, 2022•FUNDS

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In the aggregate, do all hedge fund strategies offer diversification? When analyzing strategies independently, do the benefits vary? These are interesting questions because investors would frequently aggregate all hedge fund strategies into one bucket and say I have hedge funds, I'm diversified. But are all the strategies offering diversification benefits? In recent years, investors are increasingly parsing up the strategies to determine which ones may be beneficial for their specific needs. This study examines the potential benefits and builds an allocation framework based on correlation risk.

Mark Shore

Shore Capital Research LLC, Chief Research Officer

Mark Shore is a well-known expert on alternative investments with over 30 years of experience in the capital markets. He is currently a clinical professor of finance at DePaul University, executive director of the Arditti Center for Risk Management, and chief research officer of Shore Capital Research. Mr. Shore contributes research to several global organizations on topics regarding asset allocation, commodities, macro events, volatility, due diligence, and alternative investments. He also conducts educational workshops, webinars, and is frequently invited to speak at industry and academic conferences.