Risk Management for Hedge Funds with Position Information." Journal of Portfolio Management, vol. 34, no. 1 (Fall):127-134.Jorion, P., 2007, "Risk Management for Hedge Funds with Position Information", Journal of Portfolio Management 34, 127-134....
Risk Management for Hedge Funds This reading is a part of the syllabus for FRM Part 2 Exam in the section ‘Risk Management and Investment Management’. Despite the rapid growth in hedge-fund assets over the past decade, the industry is poised for even more growth as individual and ...
This article applies formal risk management methodologies to optimization of a portfolio of hedge funds (fund of funds). We compare recently developed risk management methodologies: conditional value-at-risk and conditional drawdown-at-risk with more established mean-absolute deviation, maximum loss, and...
The size of the hedge fund sector, using IOSCO sources and results from responses to an OECD Questionnaire on Hedge Funds, is around USD 1.4 trillion in assets under management (AUM). While this does not seem that large compared to total... A Blundellwignall - 《Financial Market Trends》 ...
Hedge fund risk management 优质文献 相似文献 参考文献 引证文献Risk Measurement and Investment Myopia in Hedge Fund Management* Lo (2001) surveys the literature on risk management for hedge funds, and recommends a dynamic and transparent risk measurement for the evolutionary hedge f... L Xun,Z Wu...
Risk Management for Hedge Funds: Introduction and Overview. Although risk management has been a well-plowed field in financial modeling for more than two decades, traditional risk management tools such as mean-varia... Lo,Andrew,W. - 《Financial Analysts Journal》 被引量: 618发表: 2001年 Risk...
Risk Management for Hedge Fund Portfolios This article applies formal risk management methodologies to optimization of a portfolio of hedge funds (fund of funds). We compare recently developed risk management methodologies: conditional value-at-risk and conditional drawdown-at-r... P Krokhmal,S ...
Hedge Fund Risk Management A computerized method and system for managing risk associated with a Hedge Fund is disclosed. Information relating to Hedge Funds is gathered and stored as... D Lawrence 被引量: 0发表: 2013年 Financial Risk Manager Handbook, 4th Edition and other derivative instruments...
Hedge funds in Japan have recently been attracting more capital from institutional investors, including financial institutions. This paper highlights the relevant risk management issues for hedge fund investments. An investor investing in hedge funds requires a different risk management procedure from the ...
Risk Management for Hedge Funds with Position Information. Risk management is a challenge for hedge funds because traditional risk measurement methods based on return data are unreliable for dynamic trading strateg... Jorion,Philippe - 《Journal of Portfolio Management》 被引量: 41发表: 2007年 Risk...