Specifically, risk management in the fund-of-hedge-funds context should address, at a minimum, three broad areas: the risk of the hedge fund not correctly computing the net asset value; the risk exposures of the manager and aggregate portfolio at any one point in time; and implementation ...
All of this however, has left me and others who are perhaps now considered “old-timers” in the hedge fund industry, what ever happened to risk management? In my early days of covering the hedge fund industry, it was a standard question we always asked. How do you manage risk? We alw...
OPTIMAL INVESTMENT IN HEDGE FUNDS UNDER LOSS AVERSION Through a sensitivity analysis, we find that the manager reduces the risk of the hedge fund when her/his loss aversion, risk aversion, ownership in the... ZOU,BIN - 《International Journal of Theoretical & Applied Finance》 被引量: 1发表...
the Hedge Fund's manager or other related information. In addition, the Financial Institution may need to know if any of the parties or jurisdictions associated with the Hedge Fund is included on any list issued by the government relating to high risk activity. It may also be useful to ascer...
Too Much of a Good Thing: How Much Should Hedge Funds Be Required to Disclose? A prominent hedge fund manager recently has brought a claim challenging 13(f). While the case is still in the early stages of litigation, the complaint... DE Etlinger - 《Social Science Electronic Publishing》...
Richard Horwitz is managing director of manager assessment and risk management of Merrill Lynch's Hedge Fund Development and Management Group (HFDMG). He has implemented Risk Fundamentals, a proprietary risk transparency and management system. The system is risk factor based, permitting underlying fund...
Deloitte's senior manager Nora Duffy stated that written procedure and sets of internal control must be carried out and fund managers must be observant on the performance of their operations.GloverHannahEBSCO_bspMoney Management Executive
We use a binomial model to derive the optimal trading strategy for a hedge fund manager facing different constraints such as the possibility of the fund liquidation and a minimum net-of-fees return to deliver in order to meet investors expectations. Our model enables us to link the optimal ...
We address the classic dilemma: How can an investor and fund manager build trust when the two party's interests are not aligned? In addition to high returns, a savvy investor would like a fund's composition to reflect his own risk preferences. Hedge funds, on the other hand, seek high ...
What Is the Nature of Hedge Fund Manager Skills? Evidence from the Risk-Arbitrage Strategy and Petrasek, L., 2016, What is the nature of hedge fund manager skills? Evidence from the risk-arbitrage strategy, Journal of Financial and ... Liang,Bing,Cao,... - 《Journal of Financial & ...