Hedge Funds Review editorial
Winner of best equity long/short hedge fund
Winner best sub-$100 million alternative Ucits fund
Winner of best equity hedge alternative Ucits fund
This handy guide reviews the various steps banks are taking to improve their risk management techniques, looking at the benefits and pitfalls of each one.
More Hedge Funds Review editorial articles
Winner of best non-directional hedge fund over 10 years
A ‘required return’ framework is a useful tool for managing diversified hedge fund portfolios
The latest statistical information on top performing FoHFs and hedge funds running arbitrage, relative value, distressed debt, event driven, fixed income, global macro and long/short equity strategies
Equity long/short hedge funds pick up momentum as commodity strategies continue to falter. Performance drops for emerging market strategies after strong 2012 performance with India the biggest loser
It takes hard work, expertise and commitment to build a successful career in hedge funds, but it is equally important to maintain life balance to avoid burnout, top managers say
An analysis of commodity futures produces a strategy combing two ‘traditional’ signals – momentum and term structure – with idiosyncratic volatility in an easy to deploy triple-scoring scheme
Attitudes to collateral management by hedge funds have changed significantly since the Lehman collapse. Speed and technology are now at the heart of centrally cleared real-time transactions
Technology can provide a competitive advantage in banking. How it is applied by Tier 1 and Tier 2 institutions, to the benefit for their risk management systems, is discussed.
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