The Certificate in Quantitative Finance is a global quant program that focuses on teaching practical quant techniques used in risk management.
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The NYLIM European Equity Market Neutral Fund seeks to deliver absolute returns with moderate volatility and little or no correlation to the broad equity markets.
For an institution with an auditable track record of hedge fund investing running back to 1991, Mustafa Jama, managing director and chief investment officer of Morgan Stanley Alternative Investment ...
While Valetta Fund Management’s Mediterranean Rim Fund does not go short, VFM’s Kenneth Farrugia explained its absolute return approach is applied interestingly to countries bordering the Medite...
Maple Leaf Macro Volatility Fund treats implied volatility as an asset class within and across four markets.
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.