Post by Sapphire Capital on Oct 4, 2008 1:17:06 GMT 4
Hedge Fund Risk Management: An Overview
Mohsen Mazaheri
September 10, 2008
Abstract:
The focus of this paper is the role of risk management in the context of a hedge fund. This includes discussion of how the function can add value to the investment process and portfolio management as well as externally by providing portfolio information to investors and counterparties. Also discussed is how to organizationally integrate the function in the investment process. Difficulties facing hedge fund risk managers are discussed.
papers.ssrn.com/sol3/Delivery.cfm/SSRN_ID1270714_code1054906.pdf?abstractid=1266340&mirid=1
Mohsen Mazaheri
September 10, 2008
Abstract:
The focus of this paper is the role of risk management in the context of a hedge fund. This includes discussion of how the function can add value to the investment process and portfolio management as well as externally by providing portfolio information to investors and counterparties. Also discussed is how to organizationally integrate the function in the investment process. Difficulties facing hedge fund risk managers are discussed.
papers.ssrn.com/sol3/Delivery.cfm/SSRN_ID1270714_code1054906.pdf?abstractid=1266340&mirid=1