TY  - JOUR
AB  - Sun Charities has an endowment of $100 million. Parker, the chief investment officer of Sun Charities, has an opportunity to invest in Extraordinary Value Partners (EVP), a hedge fund. He is considering investing $10 million in EVP. How should he evaluate the investment opportunity?Application of return-based style analysis to evaluate the performance of a long-short equities hedge fund. Use of mean-variance portfolio optimization for deciding how much to invest in the long-short fund.
VL  - 
IS  - 
SN  - 2474-6568
DO  - 10.1108/case.kellogg.2016.000116
UR  - https://doi.org/10.1108/case.kellogg.2016.000116
AU  - Jagannathan Ravi
AU  - Gao Paul
AU  - Green Eric
PY  - 2017
Y1  - 2017/01/01
TI  - Extraordinary Value Partners, LLC
T2  - Kellogg School of Management Cases
PB  - Kellogg School of Management
SP  - 1
EP  - 8
Y2  - 2024/04/25
ER  -