SocGen studies hedge fund fraud to reduce risk

maze

Société Générale (SocGen) is attempting to improve the security of its hedge fund investments by completing empirical studies of the risk of fraudulent hedge funds.

A recently completed paper by the bank, entitled A too-good-to-be-true metric, seeks to identify the hedge funds most likely to be fraudulent by a variety of statistical analyses. Andrew Szymanski, vice-president and hedge fund analyst at the bank's hedge fund risk team, says the bank's work was driven by the need to reduce the risk

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: