The Risk Considerations Unique to Hedge Funds

This article continues in the spirit of the August 2002 Quantitative Finance feature on Measuring Risk-Adjusted Returns in Alternative Investments.

Author(s):

Hilary Till

Principal, Premia Capital Management, LLCResearch Associate with the EDHEC Risk and Asset Management Research Centre

The August article noted that a number of hedge fund strategies appear to be earning risk premia. In other words, they earn returns because they are performing an economic function, which involves some form of risk transfer. One consequence is that they have short-option-like return profiles.

Type: Working paper
Date: le 03/07/2006
Research Cluster : Finance

See Also

Immersion at Station F for start-up challenge finalists !
News
- 13-10-2021
Devised for students with start-up projects on the Pre-Master and Master 1 years of the...
Financing your MBA - are you eligible for a scholarship?
News
- 12-10-2021
How to finance your Global MBA abroad is a critical question you need to think about...
Apprenticeship program: a perfect combination of academic knowledge and professional experience
News
- 12-10-2021
Yiqing Ma joined EDHEC Apprenticeship Track in 2019. She shares insights into the...
CRÉDIT AGRICOLE NORD DE FRANCE, AMUNDI AND CRÉDIT AGRICOLE CIB, PARTNERS OF EDHEC BUSINESS SCHOOL’S MSC IN CLIMATE CHANGE & SUSTAINABLE FINANCE
News
- 08-10-2021
Three major players in the Crédit Agricole Group operating in the banking and finance...