Hedge Fund Benchmarking: Equity Correlation
               
               Regimes and Alpha

Jerome B. Baesel; José F. González-Heres; Ping Chen; Steven S. Shin

doi:10.3905/jai.2013.15.4.024

Hedge Fund Benchmarking: Equity Correlation
Regimes and Alpha

Jerome B. Baesel, José F. González-Heres, Ping Chen and Steven S. Shin

The Journal of Alternative Investments Spring 2013, 15 (4) 24-47; DOI: https://doi.org/10.3905/jai.2013.15.4.024

Jerome B. Baesel

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.

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For correspondence: jbbaesel@gmail.com

José F. González-Heres

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.

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For correspondence: jose.gonzalez-heres@morganstanley.com

Ping Chen

is a vice president and research analyst for the Fund of Hedge Funds portfolios at Morgan Stanley AIP in West Conshohocken, PA.

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For correspondence: p.chen@morganstanley.com

Steven S. Shin

is a vice president and research analyst for the Fund of Hedge Funds portfolios at Morgan Stanley AIP in West Conshohocken, PA.

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For correspondence: steven.shin@morganstanley.com

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Vol. 15, Issue 4

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Hedge Fund Benchmarking: Equity Correlation
Regimes and Alpha