Valuations and risk management: concepts requiring both calibration and evolution


Hedge fund portfolios are diversified either in their strategy, underlying techniques and methodologies or underlying financial instruments.

However, they all have a common distinguishing feature. Hedge funds are chasing absolute return and not performance versus benchmarks. To achieve these returns, the relative judgement in asset selection present in traditional asset management does not exist.

For hedge funds, the main driver is the identification of a market anomaly or the capacity to

To continue reading...

You need to sign in to use this feature. If you don’t have a 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 indvidual account here: