CSFB-Tremont's president, Oliver Schupp, discusses investable hedge fund indices.
CSFB-Tremont recently launched sector-focused investable hedge fund indices. How are these structured
Schupp We'e created investable sub indicies for each of the 10 strategies represented in our overall hedge fund index. In structuring the investable sub indicies, we aim to represent 70% of the investable hedge fund universe including the largest funds by assets under management. Each sub index has a minimum or 10 and maximum of 25 funds. Our selection process is line with our traditional practise of being very much rules based, minimising subjectivity.
What was the rationale for launching...
