By Lars Jaeger

The 1st functional and available consultant to coping with hazard while pursuing replacement funding concepts (AIS). offers broad references should you desire to discover person subject matters or AIS-related mathematical versions in larger aspect.

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Extra info for Managing Risk in Alternative Investment Strategies: Successful Investing in Hedge Funds and Managed Futures

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Boudreau, ‘Why Hedge Funds Make Sense’, Quantative Strategies, Morgan Stanley Dean Witter, November 2000; and ‘The Young Ones’ by Crossborder Capital, Absolute Return Fund Research, April 2001. 15 .... 8409 Chapter 1 p1-16 11/4/02 1:12 PM Page 16 MANAGING RISK IN ALTERNATIVE INVESTMENT STRATEGIES 4. See reference in footnote 3. A more general audience is addressed in the following article: ‘The Big, the Bold, and the Nimble’, The Economist, Feb. 87. 5. org. The IRC report from October 2000 was updated in July 2001.

Most managers use several executing brokers in order to get best prices. A good part of the trades is usually executed through the prime broker. 6 Custodian: The custodian is the connecting piece between the broker and the administrator. He tracks the receipts and payment obligations for subscriptions and redemptions, monitors the brokers and records the different transactions. 26 They come in a variety of structures, the details of which depend on the chosen domicile, promotional issues (sales restrictions), required investment flexibility and tax issues.

But the statistical significance of AIS factors models has to date been rather low. This is partly due to the short time series available for research. Empirical measures for some AIS risk factors may not yet sufficiently describe the significant losses after ‘big events’ which are part of many strategies’ risk profiles. Most AIS professionals agree that qualitative reasoning has to supplement such quantitative analysis. Schneeweiss et al. 24 The structure of AIS multi-manager funds Along with the rapid growth and expanded complexity of AIS in multi-manager portfolios has come the increasing prevalence of pooling Hedge funds in multimanager portfolios managed by a specialist ‘fund of funds’ manager.

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