Traditional Versus Alternative Risk Measures in Hedge Fund Investment Efficiency

2018 ◽  
pp. 35-49
Author(s):  
Izabela Pruchnicka-Grabias
Keyword(s):  
Risk Measures ◽  
Hedge Fund ◽  
Investment Efficiency ◽  
Fund Investment

Dealing with Myths of Hedge Fund Investment

CFA Digest ◽  
1999 ◽  
Vol 29 (3) ◽  
pp. 95-96
Keyword(s):  
Hedge Fund ◽  
Fund Investment

Margins and Hedge Fund Contagion

2011 ◽  
Vol 46 (5) ◽  
pp. 1227-1257 ◽  
Author(s):  
Evan Dudley ◽  
Mahendrarajah Nimalendran
Keyword(s):  
Hedge Funds ◽  
Risk Measures ◽  
Hedge Fund ◽  
Subprime Crisis ◽  
Order Of Magnitude ◽  
Funding Risk

AbstractFunding risk measures the extent to which a fund can borrow money by posting collateral. Using a novel measure of funding risk based on futures margins, we are able to empirically identify the mechanism by which changes in funding risk affect the likelihood of contagion. An increase in margins of the order of magnitude observed during the subprime crisis increases the probability of contagion among certain types of funds by up to 34%. Our analysis shows that some types of hedge funds are more vulnerable to contagion than others. Our results also suggest that policies that limit the magnitude of changes in margins over short periods of time may reduce the likelihood of contagion among hedge funds.

Hedge fund investment strategies: Actual practice

2019 ◽  
Vol 25 (11) ◽  
pp. 2594-2605
Author(s):  
A.A. Mishin ◽  
Keyword(s):  
Hedge Fund ◽  
Actual Practice ◽  
Investment Strategies ◽  
Fund Investment
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