Hedge Fund Investment: Back to Basics – Manager Risk

May 17 2011 | 11:47am ET

By Karan Puri -- The Presidents working group on financial markets committee recently coined the term ‘Meta Risk’ that describe non-quantifiable exposures within hedge fund investing. According to the brief, these risks essentially relate to ‘manager risk’ or the risk of sub-optimal investment management due to moral hazard, over-reliance on financial modelling and so on. While it is true that these types of risks do not carry explicit numerical representations, it may be possible to assess their impact indirectly by analysing the somewhat softer characteristics of hedge fund investment.


In Depth

Fund Focus: Don’t Call K1T Capital A ‘Trend Follower’

Jul 10 2014 | 10:39am ET

You may call K1T Capital many things—systematic, quant-based, hedge fund—but...

Lifestyle

RenTech Founder Donation Establishes Quantitative Biology Institute

Jul 8 2014 | 5:19am ET

James Simons used math to make his fortune, and he’s dedicating some of it to...

Guest Contributor

As Hedge Funds Go Retail, Communications Is Key

Jul 2 2014 | 6:56am ET

The past two years have seen an explosion in the number of hedge fund managers rolling...

 

Sponsored Content

    Northern Trust Helps Hedge Funds Navigate Derivatives Regulations

    Jul 8 2014 | 10:48am ET

    The surge in derivatives regulation is among the most complex challenges facing the financial services industry today. Northern Trust’s Joshua Satten recently spoke with FINalternatives to share insights into the challenges presented by new regulation and explore how the industry is responding. Read more…

Service Providers


Publisher's Note