Technical papers/Hedge Funds
Paper designs and tests performance of new strategy in commodity futures
Adapting to regulation
Determinants of private equity returns
More Technical papers/Hedge Funds articles
Speculative commodity indexes
Idiosyncratic volatility and expected returns
Risky pricing problems
Non-financial risks examined
Optimal portfolio selection
Hedging portfolio risk
In the May issue we reported the results of a recent EDHEC-Risk Institute survey on structuring hedge fund strategies as Ucits.
In the March article we drew on a recent Edhec-Risk Institute publication on risk control through dynamic core-satellite portfolios of exchange traded funds (ETFs) supported by Amundi (1) to look at...
A recent EDHEC-Risk Institute publication on risk control through dynamic core-satellite portfolios of exchange traded funds (ETFs) supported by Amundi1 reviewed a risk management method based on th...
What can we (carefully) conclude from new CFTC data?
Following initiatives by major investment banks, the financial industry has expressed renewed interest in passive hedge fund replication.
Alternative asset class exchange traded funds (ETFs) enable investors to gain simple access to alternative investment opportunities such as hedge funds, commodities, real estate or currency baskets.
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.