I. Introduction Due diligence for hedge funds presents a unique set of challenges for analysts and asset allocators. Funds often have significant discretion to invest
In 2006, Meb Faber wrote a highly influential paper on tactical asset allocation and market timing. The strategy was particularly attractive in part because of
It’s no secret that 2021 has started off well for Bitcoin. Having breached a new all time high of $61,788.45 on March 13th it seems
A common problem when evaluating a portfolio manager is that the history of returns is often so short that estimates of risk and performance measures