Hedge Fund Benchmarking: Equity Correlation Regimes and Alpha | The Journal of Alternative Investments

The Journal of Alternative Investments

Article Information

vol. 15 no. 4 24-47

DOI

https://doi.org/10.3905/jai.2013.15.4.024

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Pageant Media Ltd

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History

Published online March 31, 2013.

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© 2013 Pageant Media Ltd

Author Information

Jerome B. Baesel
1. is chief consultant at JBaes & Associates in Tampa/ St. Petersburg, FL. He was founding chief investment officer of the Fund of Hedge Funds group at Morgan Stanley Alternative Investment Partners (AIP) in West Conshohocken, PA. (jbbaesel{at}gmail.com)
José F. González-Heres
1. is a managing director and portfolio manager for the Fund of Hedge Funds portfolios at Morgan Stanley AIP and a member of its Investment Committee in West Conshohocken, PA. (jose.gonzalez-heres{at}morganstanley.com)
Ping Chen
1. is a vice president and research analyst for the Fund of Hedge Funds portfolios at Morgan Stanley AIP in West Conshohocken, PA. (p.chen{at}morganstanley.com)
Steven S. Shin
1. is a vice president and research analyst for the Fund of Hedge Funds portfolios at Morgan Stanley AIP in West Conshohocken, PA. (steven.shin{at}morganstanley.com)

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