RISK MEASUREMENT OF INVESTMENTS IN THE SATELLITE RING OF A CORE-SATELLITE PORTFOLIO: TRADITIONAL VERSUS ALTERNATIVE APPROACHES

2004 ◽  
Vol 49 (01) ◽  
pp. 105-130 ◽  
Author(s):  
HILARY TILL
Keyword(s):  
Hedge Funds ◽  
Measurement Techniques ◽  
Risk Measurement ◽  
Additional Risk ◽  
Economic Basis ◽  
Risk Framework ◽  
Alternative Approaches

This paper provides a risk framework for fiduciaries by considering using a core-satellite approach to investing. While the article mainly covers the additional risk measurement techniques, which are needed when investing in hedge funds, its recommendations are also relevant for other investments that have default, devaluation, and/or liquidity risks associated with them. Also, while the article's focus is on quantitative techniques, we note that a fiduciary must also understand the economic basis for each investment's returns.

Advanced Instructional Provisions and Automated Performance Measurement

1973 ◽  
Vol 15 (6) ◽  
pp. 583-597 ◽  
Author(s):  
Patricia A. Knoop
Keyword(s):  
Performance Measurement ◽  
Transfer Of Training ◽  
Measurement Techniques ◽  
Feasibility Studies ◽  
Pilot Training ◽  
Simulation Research ◽  
Research Software ◽  
Simulation Techniques ◽  
Training Research ◽  
Alternative Approaches

An advanced simulation research system is being developed to support experiments oriented toward quantifying the effect on transfer of training of alternative training and simulation techniques. Included in the system is sophisticated training research software which automates most of the functions traditionally performed by flight simulator instructors or operators. Also under development are techniques for automatically assessing pilot proficiency in the simulator and in the operational aircraft. Recent feasibility studies in performance measurement resulted in identification of necessary flight variables for assessing proficiency on two undergraduate pilot training maneuvers; established alternative approaches to developing measurement techniques on a broader scale; applied existing technology to develop an in-flight data acquisition system for the T-37 aircraft; and raised (or, more correctly, reraised) issues regarding standardization in instruction and rating procedures.

Hedge Funds Risk Measurement in the Presence of Persistence Phenomena

2013 ◽  
Author(s):  
Mohamed A. Limam ◽  
Rachida Hennani ◽  
Michel Terraza
Keyword(s):  
Hedge Funds ◽  
Risk Measurement

scholarly journals Risk Analysis and Portfolio Modelling

2019 ◽  
Vol 12 (4) ◽  
pp. 154 ◽  
Author(s):  
David Edmund Allen ◽  
Elisa Luciano
Keyword(s):  
Risk Analysis ◽  
Financial Risk ◽  
Measurement Techniques ◽  
Risk Measurement ◽  
Risk Takers

Financial risk measurement is a challenging task because both the types of risk and their measurement techniques evolve quickly. This book collects a number of novel contributions for the measurement of financial risk, which addresses partially explored risks or risk takers in a wide variety of empirical contexts.

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