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 ...
The Certificate in Quantitative Finance program provides risk professionals with quant finance tools applicable to their roles, and now offers risk management electives. Join our online info session: 11 June
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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.
Macquarie has an enviable experience in the commodities and softs markets both trading and structuring products, so it was only logical it has put this to work in a hedge fund format.
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.