Hedge funds

CSFB/Tremont launches sector invest indexes

Hedge fund index provider Credit Suisse First Boston Tremont Index has launched 10 new investable hedge fund indexes, collectively called the CSFB/Tremont sector invest indexes, in response to “widespread investor demand”, the company said in a statement.

Managing hedge funds' op risks

The focus of this second article on the operational risks associated with hedge funds is the critical need for appropriate operational due diligence.

Heroes or cowboys?

Banks and energy companies alike are sceptical about the role that hedge fundsplay in energy markets. Are they really an aid to market stability, or is theirpresence compounding market volatility? Paul Lyon reports

Practical relative-value volatility trading

The rapid growth of fixed-income hedge funds has resulted in increased interest in identifying relative-value trade opportunities. Here, the author presents a consistent framework for finding value within interest rate options markets.

A window on transparency

Hedge funds will no doubt start 2004 where they left off in 2003 - as the investment vehicles of choice for private and institutional investors looking for the best opportunities for decent returns.

Reporting: a better performance measure

Past performance is no guarantee of future returns. RiskMetrics' John Matwey says more and more investors will therefore inevitably demand third-party reporting of risk positions taken by hedge funds.

Get your house in order

On Thursday August 14 this year, the lights went out across the northeast US and the Canadian province of Ontario, in the worst ever power failure in North American history.

The dilemmas of risk disclosure

Barry Schachter discovers that the path towards a workable structure for hedge fund quantitative risk disclosure is very narrow. Bad news for the post-LTCM lobbyists

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