Rischio di essere 'single'
I recenti fallimenti di alcuni hedge fund di alto profilo hanno scottato alcuni operatori che offrivano derivati su fondi hedge di tipo single manager. Le perdite sono un utile richiamo alla complessità dei rischi connessi a queste operazioni, anche se permangono opinioni divergenti su come risolvere il problema. par Mark Pengelly
Negli ultimi mesi la volatilità di mercato ha inciso negativamente sui rendimenti dei fondi hedge. Gestori di primo piano quali DE Shaw e Renaissance Technologies hanno registrato un'insolita volatilità dei rendimenti (Cfr. Hedge funds, p. 30) ma sono riusciti, insieme ad altri, a uscire dalla tempesta. Altri sono stati meno bravi e la conseguenza è stata la sospensione dei riscatti e dei calcoli
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