Risk Management For Hedge Funds: Introduction And Overview
- Topics:
- Commercial Lending
- Tags:
- Cole Partners,
- Finance,
- Financial Planning,
- Financial Services,
- Hedge Fund,
- Management,
- Risk Management,
- Security,
- Strategy
- Source:
- Cole Partners
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Overview: Although risk management has been a well-ploughed field in financial modeling for over two decades, traditional risk management tools such as mean-variance analysis, beta, and Value- at-Risk do not capture many of the risk exposures of hedge-fund investments. This paper reviews several unique aspects of risk management for hedge funds survivorship bias, dynamic risk analytic, liquidity, and non linearity and provide examples that illustrate their potential importance to hedge-fund managers and investors. It proposes a research agenda for developing a new set of risk analytic specially designed for hedge-fund investments, with the ultimate goal of creating risk transparency without compromising the proprietary nature of hedge-fund investment strategies.
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Format: PDF | Size: 383KB | Date: Jun 2001 | Pages: 36
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