Careful analysis of company prospects drive investments in portfolio
Discretionary macro manager balances asset class and trading styles
Equity long/short strategies are the bread and butter for the asset manager
The online Certificate in Quantitative Finance program provides risk professionals with quant finance tools applicable to their roles, and now offers risk management electives. Download the CQF brochure.
More Hedge funds articles
Funds urged to build treasury savvy as prime brokers retrench
CQS leads way in pushing for higher standards for hedge fund industry
Sponsored feature: Broadridge Financial Solutions
US funds expected to start investing heavily into Indian markets
Large US fixed-income funds moot rate-rigging legal action
Lower trading costs could tempt funds, managers and dealers
Hedge funds to follow US model by taking on bank risks
Bank's head of prime services say launch is "a couple of weeks away"
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.