Hedge Fund Risk Fundamentals: Solving the Risk Management and Transparency Challenge - Hardcover

Horwitz, Richard

Hardcover

ISBN 10: 1576601633 ISBN 13: 9781576601631

Verlag: Bloomberg Press, 2004

Inhaltsangabe

In the constantly evolving hedge fund marketplace, nothing is more central?but in many ways, more amorphous and elusive?than risk. Yet there remains no standard for analyzing and measuring risk within this highly secretive, largely unregulated field, leaving the thousands of hedge funds?and the tens of thousands of hedge fund investors?in dangerously dim light. Hedge Fund Risk Fundamentals is the first book to bring these issues to the forefront. With clarity, concision, and minimal math, Richard Horwitz lays out the key components and the cutting-edge processes in the field of hedge fund risk management today. Against that backdrop he presents a groundbreaking utility destined to set the standard for transparency and risk management within the hedge fund universe.

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Über die Autorin bzw. den Autor

Richard Horwitz is managing director of manager assessment and risk management of Merrill Lynch's Hedge Fund Development and Management Group (HFDMG). He has implemented Risk Fundamentals, a proprietary risk transparency and management system. The system is risk factor based, permitting underlying funds to provide structural risk transparency without requiring position disclosure and for this transparency to be used to provide a fundamental understanding of each underlying fund and to construct risk-efficient portfolios of funds. Previously, Horwitz was senior vice president and director of risk management and investment analytics at Kenmar Global Investment Management Inc., a $2 billion fund of funds. He gained his fundamental knowledge of hedge funds as a principal at Capital Market Risk Advisors, Inc., the boutique risk management consulting firm. Horwitz had previously been a buy-side senior equity analyst at Sanford C. Bernstein & Co. and a consultant in financial services at Booz Allen Hamilton Inc. He earned an MS in management (Sloan School) and a BS in electrical engineering from the Massachusetts Institute of Technology. Horwitz has also written numerous articles on hedge funds.

Details zur Ausgabe

• Verlag: Bloomberg Press
• Erscheinungsdatum: 2004
• Sprache: Englisch
• ISBN 10: 1576601633
• ISBN 13: 9781576601631
• Einband: Gebundene Ausgabe
• Anzahl der Seiten: 275
• Kontakt zum Hersteller: Nicht verfügbar
• Verantwortliche Person: Nicht verfügbar