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Preview: Hedge Fund Focus at MoneyScience

Hedge Fund Focus at MoneyScience

Hedge Fund News, Conference and Events, Service Providers, Products and Services

Published: Thu, 01 Oct 2015 23:12:45 +0000


Hedge Funds Profit from Glencore Implosion

Mon, 28 Sep 2015 22:37:20 +0000

Research: Hedge Funds, CDOs and the Financial Crisis: An Empirical Investigation of the 'Magnetar Trade'

Thu, 27 Sep 2012 14:55:09 +0000

Thomas Maehlmann Catholic University of Eichstaett-Ingolstadt - Chair of Banking and Finance September 19, 2012 Abstract The so called Magnetar trade (a kind of capital structure arbitrage on the US housing market, using CDS and synthetic CDOs, and exploiting rating-dependent mispricing of risk) has gained a high publicity due to a Pulitzer Prize awarded media story from two journalists of...

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Research: Hedge Fund Herding: The Apologists’ Evidence (pdf)

Sun, 01 Jul 2012 12:58:06 +0000

Blerina Reca, Richard Sias and H. J. Turtle Abstract We examine hedge fund herding using a proprietary dataset that identifies hedge funds filing 13(f) reports. Hedge funds’ role in the market dramatically increases over time and hedge funds exhibit much higher turnover than other institutional investors. Inconsistent with common perceptions, however, hedge funds are less likely to herd...

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Research: Uncovering Hedge Fund Skill from the Portfolio Holdings They Hide

Thu, 21 Jun 2012 10:50:22 +0000

Vikas Agarwal, Wei Jiang, Yuehua Tang and Baozhong Yang    Abstract This paper studies the “confidential holdings” of institutional investors, especially hedge funds, where the quarter-end equity holdings are disclosed with a delay through amendments to the Form 13F and are usually excluded from the standard databases. Funds managing large risky portfolios with...

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Research: On the High-Frequency Dynamics of Hedge Fund Risk Exposures

Thu, 21 Jun 2012 10:31:44 +0000

Andrew J. Patton and Tarun Ramadorai   Abstract We propose a new method to model hedge fund risk exposures using relatively high frequency conditioning variables. In a large sample of funds, we find substantial evidence that hedge fund risk exposures vary across and within months, and that capturing within-month variation is more important for hedge funds than for mutual funds. We...

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Research: The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers (pdf)

Wed, 30 May 2012 09:01:33 +0000

William Fung PI Asset Management, LLC David A. Hsieh Duke University Abstract Hedge fund strategies typically generate option-like returns. Linear-factor models using benchmark asset indices have difficulty explaining them. Following the suggestions in Glosten and Jagannathan (1994), this article shows how to model hedge fund returns by focusing on the popular 'trend-following' strategy. We...

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Research: Do Hedge Funds Supply or Demand Immediacy?

Mon, 28 May 2012 11:12:52 +0000

Petri Jylha Aalto University Kalle Rinne Aalto University School of Economics Matti Suominen Aalto University, Department of Finance Abstract Regressing hedge funds’ returns on a measure of the returns from providing immediacy, we find that hedge funds typically supply immediacy in the stock market. In the cross-section, the funds with lengthy lockups and large funds have a higher...

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Research: Hedge Funds and Chapter 11

Fri, 11 May 2012 11:40:13 +0000

Wei Jiang Columbia Business School - Finance and Economics Kai Li University of British Columbia - Sauder School of Business; China Academy of Financial Research (CAFR) Wei Wang Queen's School of Business Abstract This paper studies the presence of hedge funds in the Chapter 11 process and their effects on bankruptcy outcomes. Hedge funds strategically choose positions in the capital...

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Research: The Supply and Demand of Alpha (pdf)

Tue, 27 Mar 2012 13:23:34 +0000

Harry Markowitz, Robert Snigaroff and David Wroblewski Abstract This paper analyzes the supply and demand for alpha by institutional investors and them money managers who serve them. A large database of products offered by such managers is used to estimate how the demand for such products increases as a function of achieved excess returns and how the ability to produce such excess returns...

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Preparation for Operational Due Diligence

Mon, 18 Apr 2011 13:53:58 +0000

In an extremely competitive market for investor capital, it is important that both the fund and manager have the necessary operational infrastructure to pass investor due diligence reviews. Such due diligence reviews are increasingly focused on operational issues. The focus of investor due diligence is evolving rapidly and it is imperative that proper governance and operating procedures are...

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Fund establishment

Mon, 13 Jun 2011 09:21:21 +0000

Establishing offshore investment funds requires many issues to be addressed. The selection of administrator, custodian/trustee and prime brokers, appointment of auditors and legal advisors, determination of listing agent and management of the authorisation process must be addressed. KB Associates utilises its expertise in all of the principal offshore jurisdictions to efficiently manage this...

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Preparation of UCITS Risk Management Process document

Mon, 13 Jun 2011 09:24:34 +0000

Each UCITS fund which intends to utilise derivative instruments, even where such use is exclusively for hedging purposes, is required to produce a Risk Management Process document detailing how the risks arising from the use of derivatives will be managed. KB Associates has consultants with particular expertise in this area who can advise on the preparation of this document either as part of...

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Strategic Hedge Fund Planning

Wed, 21 Mar 2012 23:51:57 +0000

Portfolio Probe available for R version 3.2

Sun, 17 May 2015 09:55:12 +0000

US market portrait 2015 week 38

Sat, 19 Sep 2015 08:25:36 +0000

Featured: Hedge Funds

Sun, 19 Jun 2011 19:04:30 +0000


Featured: Christopher B. Tobe Killed a Hedge Fund

Tue, 31 Jul 2012 07:57:00 +0000

Featured: Women 'never the right age' in hedge fund

Thu, 28 Jun 2012 10:26:00 +0000

Event: 13th International Paris Finance Meeting

Thu, 16 Apr 2015 12:25:55 +0000

Event: 2015 Asset Management Conference

Mon, 23 Mar 2015 20:33:30 +0000

Event: Battle of the Quants - London

Thu, 23 Aug 2012 21:56:51 +0000

Technology: Financial Technology

Mon, 06 Jun 2011 12:32:35 +0000