Pension funds' allocations to hedge funds: an empirical analysis of US and Canadian defined benefit plans

C-Tier
Journal: Applied Economics
Year: 2013
Volume: 45
Issue: 26
Pages: 3701-3710

Authors (2)

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This article investigates the characteristics of US and Canadian pension funds that allocate assets to hedge funds. The typical pension fund that invests in hedge funds is a large sophisticated pension fund that diversifies its portfolio across numerous classes of investments, private equity in particular, uses a core-satellite organization and has access to low delegation costs for alternative assets. Moreover, we find that pension funds investing in hedge funds significantly obtained higher global returns.

Technical Details

RePEc Handle
repec:taf:applec:v:45:y:2013:i:26:p:3701-3710
Journal Field
General
Author Count
2
Added to Database
2026-01-24