By J.D. Hamon
Famous technical analyst J.D. Hamon unearths proven options and strong new ideas which end up you could win giant in commodities.
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Additional info for Advanced Commodity Trading Techniques
Prior to joining CalPERS, Mr. Silberstein was a Vice President with the pension fund consulting firm Strategic Investment Solutions, Inc. As a General Consultant, Mr. Silberstein consulted to public and corporate plan sponsors, high net-worth family offices, foundations, and endowments. Mr. Silberstein served as a member on the Investment Policy Committee and Manager Search Committee during his four years at Strategic Investment Solutions, Inc. Prior to Strategic Investment Solutions, Inc, he spent four years at the Los Angeles County Employees Retirement Association as an Investment Equity Analyst.
Shore began publishing finance articles in 2000 with current working papers discussing topics on behavioral biases of asset allocation and coskewness of portfolio diversification. Kurt W. Silberstein is the Portfolio Manager for CalPERS’ Risk Managed Absolute Return Strategies (RMARS) Program, which has invested approximately $900 million of the $2 billion committed. Mr. Silberstein is responsible for overseeing all aspects associated with building the multistrategy hedge fund of funds within CalPERS.
Diversification among different funds will not mitigate this. This chapter discusses a number of ways to solve the skewness problem and the associated costs. We look at the use of out-of-the-money stock index puts, managed futures, and sophisticated strategy selection. Before we do so, however, we briefly discuss the exact nature of hedge fund returns and the associated skewness problem. EFFECTS OF INTRODUCING HEDGE FUNDS IN A PORTFOLIO Generally speaking, risk is one word, but not one number. The returns on portfolios of stocks and bonds risk are more or less normally distributed.