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Hedge fund operational due diligence : understanding the risks
Scharfman, Jason A. - 2009
Persistent link: https://www.econbiz.de/10003716307
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Trust and delegation
Brown, Stephen; Goetzmann, William N.; Liang, Bing; … - In: Journal of financial economics 103 (2012) 2, pp. 221-234
Persistent link: https://www.econbiz.de/10009501400
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Managing hedge funds' exposure to operational risks /Jean-René Giraud
Giraud, Jean-René - In: Operational risk : practical approaches to implementation, (pp. 275-303). 2005
Persistent link: https://www.econbiz.de/10003285565
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Hedge fund operational risks : risks without rewards?
Giraud, Jean-René - In: Hedge funds : crossing the institutional frontiers, (pp. 107-119). 2006
Persistent link: https://www.econbiz.de/10003454346
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Operational risk management for hedge funds
Huber, Claus; Imfeld, Daniel - In: Hedge funds : structure, strategies, and performance, (pp. 320-343). 2017
Persistent link: https://www.econbiz.de/10012253334
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Operational Risk Management in Practice : Implementation, Success Factors and Pitfalls: Efficient Implementation for Midsize and Small Asset Managers, Hedge Funds, Private Equity F...
Huber, Claus - 2012
Operational Risk. Not only for hedge funds, but also for other asset management companies – such as private equity companies …, family offices or independent asset managers - operational risk management is increasingly important. In this article, we … focus on Operational Risk Management for mid-sized Asset Management companies.We take a practitioner's view of how an …
Persistent link: https://www.econbiz.de/10013098444
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Estimating Operational Risk for Hedge Funds : The Ω-Score
Brown, Stephen - 2013
quantitative model called the ω-Score to measure hedge fund operational risk. The ω-Score is related to conflict of interest issues … that this risk score can be used to effectively predict fund failures in the future …
Persistent link: https://www.econbiz.de/10013076385
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Is risk-neutral skewness an indicator of downside risk? : evidence from tail risk taking of hedge funds
Lehnert, Thorsten - In: The journal of derivatives : JOD 29 (2022) 3, pp. 65-84
Persistent link: https://www.econbiz.de/10013174822
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Hedge fund performance using scaled Sharpe and Treynor measures
Van Dyk, François; Van Vuuren, Gary; Heymans, André - In: International business and economics research journal 13 (2014) 6, pp. 1261-1300
Persistent link: https://www.econbiz.de/10011279837
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On fund mapping regressions applied to segregated funds hedging under regime-switching dynamics
Trottier, Denis-Alexandre; Godin, Frédéric; Hamel, … - In: Risks : open access journal 6 (2018) 3, pp. 1-15
such policies. A typical industry practice consists of using fund mapping regressions to represent basis risk stemming from …
Persistent link: https://www.econbiz.de/10011890772