Korea Post building hedge fund manager pool
The state institution's $65 billion savings bureau is to expand its exposure into fixed income arbitrage and structured credit, as part of a move to create a pool of hedge fund managers.

Korea Post's $65 billion savings bureau is seeking local and offshore single-strategy hedge fund managers to run fixed income arbitrage (interest rate arbitrage or credit long/short) and structured credit long/short.
Sign in to read on!
Registered users get 2 free articles in 30 days.
Subscribers have full unlimited access to AsianInvestor
Not signed up? New users get 2 free articles per month, plus a 7-day unlimited free trial.
¬ Haymarket Media Limited. All rights reserved.