Risk management in hedge funds. Masters dissertation, North West University.BOTHA, M. (2005). Risk Management in Hedge Funds. Masters Dissertation, University of the North West, Potchefstroom, South Africa.BOTHA, M. 2005. Risk management in hedge funds. London: NWU Potchefstroom Campus...
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 institutional investors become more attuned...
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...
An Overview of Hedge Funds and Structured Products: Issues in Leverage and Risk 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 th...
With hedgefunds, managers develop risk management models that mainly aim to play on the effect of de correlation.In order to achieve this goal,companies us... XK Song - 《Scandinavian Journal of Statistics》 被引量: 467发表: 2000年 Who Needs Hedge Funds? A Copula-Based Approach to Hedge ...
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 Asses...
Schorderet, Market Risk Management for Hedge Funds. Foundations of the Style and Implicit Value-at-Risk, John Wiley & Sons, Ltd., Chichester ... FSY Duc - John Wiley & Sons 被引量: 4发表: 2008年 8: risk management in hedge funds It is well known that the returns of hedge funds ...
Revolutionizing Hedge Fund Risk Management: The Power of Deep Learning and LSTM in Hedging Illiquid Assets In the dynamic sphere of financial markets, hedge funds have emerged as a critical force, navigating through volatility with advanced risk management techn... Y Wang,L Tong,Y Zhao - 《Journ...
Hedge funds are similar to mutual funds in the sense that both are in the business of managing a pool of money, but hedge-fund managers generally have far more flexibility in choosing their investment strategies. That freedom allows them to take on higher risks in search of higher returns. ...
For purely passive vehicles likeindex fundsorexchange-traded funds(ETFs), you’re likely to pay one to 10basis points(bps) in annual management fees. Investors may pay 200 bps in annual fees for a high-octane hedge fund with complex trading strategies, high capital commitments, and transaction...