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

17 NEW STARTUPS JOIN THE EDHEC ENTREPRENEURS ADVENTURE
News
- 25-01-2022
2022 looks promising! EDHEC Entrepreneurs and its team are very pleased to welcome 17...
Climate change: a new type of risk for the financial industry?
News
- 25-01-2022
Climate change has been recognized as a new type of risk for finance by academics and...
Meet a student: the power of EDHEC’s Alumni network
News
- 25-01-2022
Junjie Feng joined EDHEC’s Master in Management-Business Management in 2019. He will...
The fight against climate change central to the EDHEC-Coursera specialisation
News
- 21-01-2022
EDHEC Business School launched the “Climate Change and Sustainable Investing”...