Prime broker rage

Hedge funds

risk-081201-21-gif

The oft-touted claim that a good hedge fund manager can generate positive returns in even the most volatile of markets has been thoroughly tested by the unprecedented events of 2008. Funds of all sizes have taken a pounding in the second half of the year amid a spike in volatility and correlation and an evaporation of liquidity, forcing large-scale deleveraging and a surge in redemption requests by investors.

Of the 16 strategies indexes monitored by Chicago-based data provider Hedge Fund

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact [email protected] to find out more.

To continue reading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: