CalPERS plots leverage, managed accounts

Tue Mar 2, 2010

The California Public Employees' Retirement System is considering applying leverage to its asset allocation as a way to reduce risk in its $200 billion investment portfolio.

According to meeting minutes, a portfolio with a 40% allocation to equities and a 60% allocation to bonds with 2x leverage increases the portfolio's Sharpe ratio to...

ISSN: 2151-1845 / CDC10004H

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