Hedge Funds
143 white papers and resources
Hedge funds are a managed group of investments. Generally they will undertake a mixture of trading activities and have a wide array of investment strategies and techniques. They will be active in both domestic and international markets. They are in pursuit of the highest return as well as their traditional aim being to reduce risk. Risk Library provides a range of hedge fund white papers on key issues organisation need to consider including positions, markets, expected returns, rate of investment, time-frames, diversity and techniques.
How to assess hedge fund performance through non-parametric discounting
This white paper evaluates the performance of hedge funds through a new nonlinear risk adjustment of returns. The risk adjustment is such that it prices exactly the usual set of risk factors considered in the hedge fund literature. This nonlinear risk adjustment goes beyond the usual linear…
Hedge funds and FoHFs see risk management as a top priority for the future
Risk is a top priority for European fund managers that are concerned with increasing regulatory compliance and investor demands for more robust operational systems.
Shedding Light on Non-Financial Risks – a European Survey
This survey analyses the views of European fund industry professionals on non-financial risk and performance in a changing regulatory framework. It analyses the risks those in the industry face as a result of regulation and of their practices, assesses their importance and impact in terms of…
Shifting hedge fund landscape: Where institutions put fund managers to the test
Ross Ellis, vice-president in SEI’s Investment Manager Services Division, discusses findings in SEI’s fifth annual institutional hedge fund investors survey and key takeaways for managers to consider.
BNY Mellon talks about the challenges and opportunities from regulation
Marina Lewin, global head of business development at BNY Mellon Alternative Investment Services, discusses the challenges and opportunities facing the international hedge funds industry.
What are the Risks of European ETFs?
In the light of issues raised by financial regulators and international organisations, new research at EDHEC-Risk Institute has addressed the question of the risks of Exchange-Traded Funds (ETFs) in Europe.
Hybrids: Diversifying by unifying
Volatility is emerging as the norm for markets as analysts debate the interdependence of emerging markets and developed economies. Investors and risk managers who can gauge correlation between multiple asset classes correctly and unify them through hybrid products will find they are best prepared…
Liquid hedge fund strategy exposure in an index format
Investors increasingly seek liquid and simple access to specific hedge fund strategies. Nicolas Aractingi and Csaba Koppany – Equity and Funds Structured Markets at Barclays Capital – outline how the Barclays Capital Manager Access Indices help cater to this demand.
Hedge Funds and anti-money laundering
This white paper describes how hedge funds fit in to the overall lifecycle of money laundering. Using a 3 step process in the money laundering lifecycle, Oracle Financial Services uses procedures to detect money laundering in hedge funds through link analysis, sequence matching and outlier…
Solvency II – Capitalising on market distortions
European insurers – one of the largest groups of investors in the global financial markets – will operate under a single regulatory framework for the first time when Solvency II comes into force in 2013. This could trigger large re-allocations among their €7 trillion ($10 trillion) of assets, in…