AQR is a hedge fund located in Greenwich, Connecticut, that is contemplating offering a wholly new line of merchandise to retail investors, specifically the ability to invest in the cost phenomenon known as impetus. There's a large body of empirical evidence supporting momentum across numerous asset categories and nations. Yet, up until this point, momentum was a strategy thus not an available investment strategy to most individual investors, and used almost completely by hedge funds.
aqr momentum funds case solution
This case highlights the issues in implementing this "mutual fund-itizing" of a hedge fund product, together with the challenges that the open-end and regulatory features that a mutual fund introduces to various triumphant strategies realized in other pretexts. In further addition, it gives the students the capacity to estimate and construe a range of horizons of correlations between loads of popular investment approaches using long time-series data and considering the possible complementarities of strategies from a portfolio building circumstance.
PUBLICATION DATE: September 23, 2010 PRODUCT #: 214C25-PDF-CHI
This is just an excerpt. This case is about FINANCE & ACCOUNTING
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