CalPERS plots leverage, managed accounts
Tue Mar 2, 2010
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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