Hilary Till: A version of this article originally appeared in Derivatives Week, 7/28/02.
Principal, Premia Capital Management, LLCResearch Associate, EDHEC-Risk Institute
This article will discuss the state of the art in applying returns-based analyses to hedge funds. It will pay particular attention to those hedge fund strategies where the use of derivatives and dynamic trading strategies can lead to highly asymmetric outcomes.
|Research Cluster :||Finance|