By Philippe Ferreira, Jean-Baptiste Berthon, Jeanne Asseraf-Bitton and Jean-Marc Stenger of Lyxor Asset Management Introduction Since the financial crisis, excluding the Euro crisis period, hedge funds have lagged traditional assets until last year. This stands in contrast with the outstanding hedge funds’ track record delivered over recent decades. Criticism against the lack of hedge funds […] Read more »
Question Of The Day – New Risk Measurement Methodologies For Hedge Funds?
Q.What are some of the new risk methodologies that are being used? A. There are a lot, and the following may not be exhaustive but essentially I try to focus on creating an holistic risk approach, tail risk management and extreme events, dynamical correlation analysis and shift in correlation regime, dynamic volatility adjustment, macro risks […] Read more »