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Pricing
Valuation issues stress relationship between hedge fund managers and investors
The valuation of hedge fund assets has become an issue fraught with tension. Fund administrators say they are up to the task. Fund managers believe they alone have the knowledge needed.
Hedge Funds Review | 30 Jan 2012
Regulatory debate continues on merits of short selling in turbulent markets
Regulators continue to disagree on rules to curtail short selling. Empirical evidence suggests constraining short sales significantly reduces market quality and can have unintended consequences.
Hedge Funds Review | 08 Aug 2011
Cross-sectional variance shown to be good proxy for Idiosyncratic volatility and expected returns
Research shows the cross-sectional variance is a good proxy for the idiosyncratic variance obtained from the CAPM or the Fama-French models and does has a positive relationship with expected returns.
Hedge Funds Review | 06 May 2011
Option pricing and hedging problems cause basis risk
Option pricing and hedging cause problems when a futures contract is written on the underlying asset for the underlying asset. Using the optimal strategy is likely to generate meaningful welfare gains.......
Hedge Funds Review | 04 Apr 2011
Users of OTC derivatives are not prepared for regulatory onslaught claims report
Regulatory requirements expected in the US and Europe will be difficult for buy-side companies to implement. Counterparty credit risk and collateral management for OTC derivatives will be challenging....
Hedge Funds Review | 25 Jan 2011
Hedge funds consider outsourcing options for middle and back office functions
In or outsourcing? Hedge funds are considering their options as some functions like fund valuations are brought back in-house while other middle and back office operations remain outsourced.
Hedge Funds Review | 23 Dec 2010
FXCM partners with SuperDerivatives to launch options platform
Retail aggregator FXCM is joining forces with derivatives pricing technology vendor SuperDerivatives to launch an foreign exchange options trading platform by March next year.
Hedge Funds Review | 09 Dec 2010
Secondary market sell-off of hedge funds accelerates
The August/September period has seen an accelerated increase in secondary hedge fund trading activity. There are signs in the market of sellers looking to dispose of assets before year end.
Hedge Funds Review | 05 Oct 2010
Hedge funds ponder necessity of independent fund administrator
Selecting a fund administrator can be crucial to the success of a hedge fund. Managers and investors believe the choice has a significant impact on the fund’s ability to seek and retain capital.
Hedge Funds Review | 05 Oct 2010
QCM Global Diversified Programme (Otus Fund): Quality Capital Management (QCM)
Quality Capital Management's QCM GDP Otus Fund is a systematic fund focused on market prices, not trends. Average yearly returns since inception in 1999 are just over 19%.
Hedge Funds Review | 09 Aug 2010
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