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

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