Complete Case details are given below :
Case Name : Hedge Fund Due Diligence at Leman Alternative Asset Management Company
Authors : Pedro Matos
Source : Darden School of Business
Case ID : UV6686
Discipline : Finance
Case Length : 15 pages
Solution Sample availability : YES
Plagiarism : NO (100% Original work)
Description for case is given below :
In early January 2008, a senior VP with LAAMCO, a fund of hedge funds known for alternative investments, was conducting due diligence on an equity market-neutral hedge fund. The hedge fund used an option strategy known as a collar (also known as a bull spread or split-strike conversion). The track record of the hedge fund had been stellar. The fund’s performance had not only beaten that of the S&P 500 Index over the same period but had done so with much lower monthly return volatility. As part of the due diligence, it was necessary to backtest the collar strategy and try to quantify how much value the manager, BLM Investment Securities, LLC, (BLM) had added. The case is a disguised representation of an actual hedge fund-the true identity of BLM is revealed to students at the end of the case discussion.
Click Here to place your order
OR
Place your order at casesolutionshub (AT)gmail(dot)com if you want to solve above case.
Cordially,
Case Solutions Hub