Hedge Fund Focus at MoneyScience

Risk spillover among hedge funds - The role of redemptions and fund failures

Fri, 20 Nov 2009 00:42:12 -0800

By Benjamin Klaus and Bronka Rzepkowski European Central Bank Abstract This paper aims at analysing the mortality patterns of hedge funds over the period January 1994 to May 2008. In particular, we investigate the extent to which a spillover of risk among hedge funds through redemptions and failures of other funds has affected the probability of fund failure. We find that risk spillover is...

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Hedge Fund Focus 13-11-09

Fri, 13 Nov 2009 05:20:39 -0800

Subscribe in a reader Subscribe by Email Hedge Fund Resources Hedge Fund Focus Home Service Providers Tutorials Communities Blogs Papers & Research Introductions & Guides Papers & Research People & Profiles Research Centres Hedge Fund Books: UK Hedge Fund Books: US General News | People and Funds | Launches| Hedge Fund Activism | Crime and Law [Externalrss-FinanceFocus-titles-rssl-8-30] Resources...

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Video - The Promise of Hedge Fund Replication

Fri, 13 Nov 2009 00:33:37 -0800

Reuters columnist Christopher Swann says that hedge fund replication could make hedge fund-style strategies available to Joe Public reducing retail investors' almost total dependence on stocks. [Externalrss-twitter2-titles-rssl-6-30][Externalrss-HedgeFundNews-titles-rssr-8-30] [RandomProduct-10]

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Hedge Funds and the Origins of Private Information in Currency Markets

Tue, 10 Nov 2009 07:57:20 -0800

Carol L. Osler Brandeis University - International Business School Vitaliy Vandrovych State Street Global Advisors, Advanced Research Center Abstract This paper provides evidence that hedge funds are a critical source of private fundamental information in currency markets. We analyze the most disaggregated database of currency transactions to date, with ten different categories of market...

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Hedge Fund Focus - 04-11-09

Wed, 04 Nov 2009 08:54:30 -0800

Video - GLC's Steven Bell introducing Hedge Funds

Thu, 29 Oct 2009 08:44:05 -0700

Steven Bell joined GLC Ltd at the beginning of 2006 and runs their Macro Hedge Fund Programme. Before that he spent 20 years at Deutsche Bank and predecessor companies. For the last five years he was Deutsche Asset Management's Global Chief Economist where he was responsible for asset allocation. This involved determining the overall amount UK pension fund clients invested in commercial property...

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Hedge Fund Links: Hedge Fund Letters

Mon, 02 Nov 2009 04:18:54 -0800

A blog devoted to publishing Hedge Fund Letters.

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Hedge Fund Links: 101 Linkedin Groups for Financial Professionals

Mon, 26 Oct 2009 02:17:26 -0700

In this extensive collection we bring together more than 100 Linkedin Groups under the categories: General Finance, Risk Management, Credit Risk, Quantitative Finance, Hedge Funds, Technology and Trading.

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Hedge Fund Links: Hedgehogs

Fri, 09 Oct 2009 06:39:25 -0700

Hedgehogs is a social application platform for the hedge fund & investment community and those who serve it.

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Hedge Fund Links: An Introduction to Hedge Funds

Mon, 20 Apr 2009 09:02:51 -0700

This report by Sovan Mitra was originally written as an industry white paper and gives an overview of Hedge Funds, with a focus on risk management issues.

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Hedge Fund Links: Hedge Funds - Risk and Return (2005, pdf)

Wed, 07 Jan 2009 05:34:41 -0800

Constructing a data base that is relatively free of bias, this paper by Burton G. Malkiel and Atanu Saha provides adjusted measures of the returns and risk of hedge funds.

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Hedge Fund Links: The EDHEC Risk and Asset Management Research Centre

Fri, 28 Nov 2008 04:54:54 -0800

The EDHEC-Risk web site is based on a simple idea but one which provides a structure for all of EDHEC's financial research activities.

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Hedge Fund Links: The Pros and Cons of Passive Hedge Fund Regulation (pdf, Oct 2008)

Fri, 28 Nov 2008 04:52:52 -0800

A report by the EDHEC Risk and Asset Management Research Centre has carried out extensive research on asset allocation involving alternative investments in general, and hedge funds in particular

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Hedge Fund Links: The Lucrative World of Third Party Marketing

Mon, 10 Nov 2008 01:19:32 -0800

An interesting article by Richard Wilson over at investopedia.

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hedge fund tweets: Research - Risk spillover among hedge funds - The role of redemptions and fund failures: http://bit.ly/tqhbz

Fri, 20 Nov 2009 00:44:26 -0800

hedgefundfocus: Research - Risk spillover among hedge funds - The role of redemptions and fund failures: http://bit.ly/tqhbz

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hedge fund tweets: Prince William, the future King of England, is to become president of charitable group 100 Women in Hedge Funds - http://bit.ly/3SkhRx

Thu, 19 Nov 2009 07:52:17 -0800

hedgefundfocus: Prince William, the future King of England, is to become president of charitable group 100 Women in Hedge Funds - http://bit.ly/3SkhRx

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hedge fund tweets: Risk Management Technology Now Key Part of Prime Brokerages Offering - http://bit.ly/f8bvR

Wed, 18 Nov 2009 09:24:36 -0800

hedgefundfocus: Risk Management Technology Now Key Part of Prime Brokerages Offering - http://bit.ly/f8bvR

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hedge fund tweets: Sergey Magnitskiy, who had been advising Hermitage Capital, died on Monday night in Moscow detention centre - http://bit.ly/wg9gs

Wed, 18 Nov 2009 08:21:42 -0800

hedgefundfocus: Sergey Magnitskiy, who had been advising Hermitage Capital, died on Monday night in Moscow detention centre - http://bit.ly/wg9gs

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hedge fund tweets: Robert Frey, co-founder of Renaissance Technologies, is starting a new fund partly run by an investment team in London.http://bit.ly/3lc39l

Tue, 17 Nov 2009 06:25:57 -0800

hedgefundfocus: Robert Frey, co-founder of Renaissance Technologies, is starting a new fund partly run by an investment team in London.http://bit.ly/3lc39l

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hedge fund tweets: Hedge Fund Focus at MoneyScience - 13-11-09 - http://bit.ly/3LAwUQ

Fri, 13 Nov 2009 05:21:41 -0800

hedgefundfocus: Hedge Fund Focus at MoneyScience - 13-11-09 - http://bit.ly/3LAwUQ

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Service Provider: Risk-AI, LLC

Mon, 24 Aug 2009 05:19:41 -0700

New York, US - Risk-AI, LLC offers Risk Management outsourcing and consulting services to Hedge Funds, Funds of Hedge Funds, Family Offices and other Hedge Fund Investors.

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Service Provider: Stone Coast Fund Services

Fri, 21 Aug 2009 07:54:29 -0700

Portland, US - Hedge Fund Administration and Consulting.

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Service Provider: Hedge Fund Directories

Mon, 27 Jul 2009 08:38:55 -0700

London, GB - Hedge Fund Directories is a hybrid online directory of hedge fund contacts.

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Service Provider: Tomlinson Investment Consulting

Mon, 22 Jun 2009 07:59:25 -0700

London, GB - A specialist provider of consultancy services to the investment management industry.

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Service Provider: Guidepoint Global

Mon, 01 Jun 2009 06:48:58 -0700

New York, GB - Guidepoint Global is a primary research firm that provides investors and business decision-makers with on-demand access to its worldwide network of industry experts.

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Event: Advanced Hedge Funds and Topics

Wed, 29 Jul 2009 05:52:56 -0700

Location: New York, USA. Date:2009-12-09 00:00:00. This course follows on from the NYIF Hedge Fund course but examines in greater detail the investment strategies of hedge funds and the related world of funds of hedge funds and their application. Participants who attended the hedge fund program will experience some overlap of the basic material. However, they should be prepared for a more...

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Event: Bachelier Finance Society 6th World Congress

Fri, 06 Nov 2009 06:07:31 -0800

Location: Toronto, Canada. Date:2010-06-22 00:00:00. This is the premier event in the international quantitative finance calendar, attracting over 500 participants every two years. Past and planned venues have been Paris (2000), Crete (2002), Chicago (2004), Tokyo (2006), London (2008). CONFIRMED PLENARY SPEAKERS Jean-Philippe Bouchaud, École Polytechnique Rene Carmona, Princeton...

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Event: 6th Conference in Actuarial Science and Finance

Wed, 15 Jul 2009 03:52:34 -0700

Location: University of the Aegean, Samos, Greece. Date:2010-06-03 00:00:00. The Department of Statistics & Actuarial – Financial Mathematics of the University of the Aegean is pleased to host the 6th Samos Conference in Actuarial Science and Finance, to be held on Samos,on June 3-6, 2010. This event, jointly organized with the Katholieke Universiteit Leuven, the Université...

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Event: Pricing exotic interest rate derivatives - The LIBOR Market Model in QuantLib with Mark Joshi

Fri, 24 Apr 2009 06:23:57 -0700

Location: The Institute of Physics, 76 Portland Place, London, UK. Date:2010-06-02 00:00:00. Request a Brochure 2-4 June , 2010 The Institute of Physics 76 Portland Place, London, UK This three-day course will be led by an international expert who played a large role in the coding of the LIBOR market model in the QuantLib C++ open-source project. He will examine the practical problems that arise...

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Event: Implementing Fundamental Quantitative Techniques

Fri, 30 Oct 2009 09:14:24 -0700

Location: London, UK. Date:2010-05-18 00:00:00. In a complicated financial world a detailed understanding of the application of quantitative techniques is essential. This course provides an in-depth coverage of practical quantitative methods important in today's financial markets. This course is charged and can be booked by the day. Select the days that meet your needs, or participate in the...

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Event: Capital Structure Trading with Jon Gregory

Wed, 09 Sep 2009 04:08:03 -0700

Location: London, UK. Date:2010-05-03 00:00:00. "An absolutely perfect mixture of theory and practice. By far the best course I've attended" - delegate, Dresdner Kleinwort. "Great practical course, very knowledgeable and enthusiastic lecturer" - ESSDAR capital, DUBAI REQUEST A BROCHURE 10% Early Bird Discount Before March 1st 2010 A practical and intensive 2 day course with an internationally...

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Event: The Fifth General Conference on Advanced Mathematical Methods in Finance

Mon, 14 Sep 2009 09:26:13 -0700

Location: Slovenia. Date:2010-05-03 00:00:00. Slovenia, 3rd May - 9th May 2010 Organised by: The University of Ljubljana, Faculty of Mathematics and Physics, Ljubljana, Slovenia and The Institute of Mathematics, Physics, and Mechanics, Ljubljana, Slovenia Location: Hotel Golf, Bled, Slovenia Official Website: Amamef 2010 Information and Assistance: Anamef2010@uni-lj.si Organizing Committee: -...

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Event: Hedging the Unhedgeable - Current Developments in Valuation and Hedging in Incomplete Markets

Mon, 26 Oct 2009 10:31:00 -0700

Location: Cass Business School, London. Date:2010-04-30 00:00:00. Plenary Speakers Helyette Geman, Professor of Finance at Birkbeck, University of London & ESCP Europe Elyes Jouini, Distinguished Professor, Universite de Paris-Dauphine Dilip Madan, Professor of Finance at the Robert H. Smith School of Business, University of Maryland William Perraudin, Chair in Finance, Imperial College Business...

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Technology: High-Frequency Trading Firms Seeking Tech Talent

Thu, 19 Nov 2009 06:57:42 -0800

High-frequency trading firms are recruiting programmers and other tech talent. But some prefer Google and Microsoft alumni to Wall Street veterans. Given the risks inherent in hiring new employees (as the Teza-Goldman case suggests) and the tight-knit nature of the HFT community, however, people tend to ask colleagues if they can recommend anyone -- who maybe was let go recently -- who has the...

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Technology: Call for Papers - Special Issue on Computational Methods in Financial Engineering

Fri, 30 Oct 2009 03:07:14 -0700

The International Journal of Financial Markets and Derivatives (Inderscience Pub), is organising a special issue on the use of Computational Methods in Financial Engineering. It is an attempt to explore and bring together practical, state-of-the-art applications of computational techniques in financial problems, including risk analysis, asset pricing and portfolio management. Topics of interest...

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Technology: Financial Tradeware signs Altus for ViaNova connectivity to the Pensions industry

Thu, 22 Oct 2009 06:28:45 -0700

Financial Tradeware are pleased to announce that Altus, have signed to integrate its new Hosted Instruction Gateway through Financial Tradeware for ViaNova messaging. Financial Tradeware (through its sister company Européenne de Gestion Privée), provides the infrastructure for ViaNova messaging standardisation and SWIFT connectivity. Altus provides the Altus Instruction Gateway...

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