TY - JOUR T1 - Market Neutral Strategies and the Underfunded Plan JF - Special Issues SP - 37 LP - 43 VL - 2002 IS - 1 AU - Rick Arney AU - Laurent Dubois AU - Asriel Levin Y1 - 2002/09/21 UR - https://pm-research.com/content/2002/1/37.abstract N2 - Many plan sponsors are challenged with a required rate of return for their plan that is higher than what the current markets are expected to deliver. This article outlines the severity of the current underfunding problem and evaluates potential solutions with an emphasis on the benefits of market neutral strategies as an alternative to traditional long only management. The authors demonstrate how the use of a market neutral overlay can greatly expand the potential solution set for the plan sponsor and allow a potentially more efficient and lower risk opportunity for closing the underfunding gap. ER -