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Hedge Fund Due Diligence at Leman Alternative Asset Management Company Case Solution & Answer

In early January 2008, a senior vice president LAAMCO a known alternative investments for hedge funds, led due diligence on an equity market neutral hedge fund. Hedge fund used an option known as a collar (also known as a bull gap or split-strike conversion) strategy. The fund balance of coverage was spectacular. The fund has not only beaten the S & P 500 index over the same period, but had to volatility of monthly returns much lower. As part of the due diligence necessary strategy backtest collar and try to quantify the value added the manager, BLM Investment Securities, LLC, (BLM). The case is a disguised as a real hedge fund’s true identity-BLM students revealed at the end of the discussion of the case representation.
by
Pedro Matos
Source: Darden School of Business
15 pages.
Release: June 21, 2013. Prod #: UV6686-PDF-ENG
Hedge Fund Due Diligence Leman Alternative Asset Management Company Case Solution

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