Dedicated short bias
Hedge fund strategies performed mostly positively during July. CTAs were one of the strongest performers, benefiting from the US drought and rising energy prices. Only a few strategies had declines.
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Ninth European Fund of Hedge Funds Awards 2010
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.