San Diego Yanks Amaranth Allocation But Adds $40 Million to Portable Alpha Program

Sep 29th, 2006 | Filed under: Portable Alpha & Alpha/Beta Separation

By: Pensions & Investments Online
Published: September 28, 2006

The San Diego County Employees’ Retirement Association has submitted a redemption request to you-know-who.  But at the same time, they continue to allocate to their highly regarded “alpha engine”.  A vote of confidence for portable alpha that illustrates it’s not just about investing in hedge funds as an asset class.

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