Technical papers/Hedge Funds
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 the...
This handy guide reviews the various steps banks are taking to improve their risk management techniques, looking at the benefits and pitfalls of each one.
More Technical papers/Hedge Funds articles
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 the dynamic core-satellite approach that we apply to the...
In October 2008 the EDHEC Risk and Asset Research Centre appealed for the evaluation of the oil futures markets to be based on a careful examination of empirical data. In the EDHEC-Risk paper The Oil Markets: Let the Data Speak for Itself,1 we noted that...
Following initiatives by major investment banks, the financial industry has expressed renewed interest in passive hedge fund replication.
Unlike the returns of common stocks and mutual funds, hedge fund returns are generally not normally distributed.1,i This has considerable consequences on a number of hedge fund risk measures, as presented in last month’s article, which was drawn from...
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.
In a recent report (V Le Sourd, February 2009, Hedge Fund Performance in 2008, EDHEC Publication) an analysis of 12 years of data on EDHEC Alternative I for different hedge fund strategies provided some perspective on their performance.
Technology can provide a competitive advantage in banking. How it is applied by Tier 1 and Tier 2 institutions, to the benefit for their risk management systems, is discussed.
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