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Title
Alternative Beta Investments - methodology and added value
Speaker
Dr. Christof Schmidhuber, CFA
Abstract
Christof Schmidhuber will demonstrate how the performance of individual hedge fund strategies can be replicated based on a methodology called “alternative market factor approach”. He will illustrate in an active demo with examples of managed futures and equity long/short how alternative beta adds value to institutional investment portfolios and professionally managed private banking portfolios. Diversified traditional beta can provide a passively managed core exposure to asset class “Hedge Funds” in a highly liquid, transparent and cost efficient way. Alternative beta investments can serve as a tool for efficient cash management and tactical asset allocation for advanced multi-strategy funds of hedge funds.
Bio
Christof Schmidhuber is founding partner and CEO of Syndex Capital Management in Wollerau, Switzerland. Previously, he was Global Head of Risk Management for the fund-of-hedge-fund platform of Credit Suisse where he and his teams in Zürich and New York were responsible for both operational due diligence and market risk monitoring of several hundred managers. He also was deputy head of the Quantitative Group at Man/RMF, where he was responsible for hedge fund portfolio construction, strategic asset allocation, due diligence on various quantitative managers, and managed research projects. Christof holds a Ph.D. in Elementary Particle Physics (superstring theory) from the California Institute of Technology and also worked as a physicist / lecturer at Princeton University, Bern University, and CERN. Christof is a CFA charterholder and certified FRM charterholder
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