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by britannia
May 27th, 2012, 4:52 pm
Forum: General Forum
Topic: Risk Allocation ..
Replies: 1
Views: 12419

Risk Allocation ..

Is it better to allocate capital to risks as opposed to asset classes? since an investor does not earn a return for investing in a given asset class per se, but theoretically earns return for assuming the various risks that may cause the value of asset class to drop ..?
by britannia
March 16th, 2012, 5:00 pm
Forum: General Forum
Topic: Tail Risk
Replies: 1
Views: 60024

Tail Risk

<t>It depends how you wish to use the measure .. it can be the maximum loss you're are willing to lose within a certain Confidence Interval (i.e VaR) or Expected Shortfall, which is the expected value of the tail once the threshold for the VaR is reached. You could also estimate the Std Dev of the t...
by britannia
March 3rd, 2012, 5:29 pm
Forum: General Forum
Topic: Tail risk for Hedge funds
Replies: 26
Views: 16941

Tail risk for Hedge funds

@ TinMan: no need to insult .. this is a civil discussion ..
by britannia
March 3rd, 2012, 5:12 pm
Forum: General Forum
Topic: Tail risk for Hedge funds
Replies: 26
Views: 16941

Tail risk for Hedge funds

<t>correction, the last point should have read;Dear All, Please do correct me if I am wrong; the fact that most hedge funds are EXPOSURED tail risk is simply the that most of their returns are supposed to be idiosyncratic and that invariably subjects them to non-normal returns with fat tails. This a...
by britannia
March 3rd, 2012, 3:45 pm
Forum: General Forum
Topic: Tail risk for Hedge funds
Replies: 26
Views: 16941

Tail risk for Hedge funds

<t>Dear All, Please do correct me if I am wrong; the fact that most hedge funds are long tail risk is simply the that most of their returns are supposed to be idiosyncratic and that invariably subjects them to non-normal returns with fat tails. This assertion is a conjecture on my part. And also the...
by britannia
March 2nd, 2012, 12:41 am
Forum: General Forum
Topic: Tail risk for Hedge funds
Replies: 26
Views: 16941

Tail risk for Hedge funds

@ MartinghouPlease offer some form of an exposition to your answer. I posed the question in order to learn, it wasn't just a proposition ..
by britannia
March 1st, 2012, 4:07 pm
Forum: General Forum
Topic: Tail risk for Hedge funds
Replies: 26
Views: 16941

Tail risk for Hedge funds

Question; most hedge funds are long tail risk, what does this really mean - if tail risk increases the higher the gains?
by britannia
April 22nd, 2007, 12:56 am
Forum: General Forum
Topic: Carry - oriented strategies
Replies: 4
Views: 73982

Carry - oriented strategies

Thanks a lot.
by britannia
April 22nd, 2007, 12:37 am
Forum: General Forum
Topic: Carry - oriented strategies
Replies: 4
Views: 73982

Carry - oriented strategies

Thank for the insight, appreciated. It seems like with the introduction of CDx and iTraxx, developing strategies around them for yield enhancement could be considered a carry-oriented strategy presumably..
by britannia
April 21st, 2007, 10:21 pm
Forum: General Forum
Topic: Carry - oriented strategies
Replies: 4
Views: 73982

Carry - oriented strategies

It would be enormously appreciated if someone could explain what is meant by carry-oriented strategies in fixed income (bonds) context.
by britannia
April 19th, 2007, 7:49 pm
Forum: General Forum
Topic: CDO Portfolio Manager
Replies: 4
Views: 74894

CDO Portfolio Manager

What is the overall pre-requisite be a great synthetic CDO PM?
by britannia
April 16th, 2007, 2:39 am
Forum: General Forum
Topic: CDO Portfolio Manager
Replies: 4
Views: 74894

CDO Portfolio Manager

who is DCFC?
by britannia
April 12th, 2007, 8:28 pm
Forum: General Forum
Topic: CDO Portfolio Manager
Replies: 4
Views: 74894

CDO Portfolio Manager

I wonder if anyone can help; how much should someone with 6-10 yrs experience in CDOs command in base+bonus in London?
by britannia
February 28th, 2007, 9:18 pm
Forum: General Forum
Topic: Structuring Synthetic CDOs
Replies: 22
Views: 81737

Structuring Synthetic CDOs

Even for the so called Quantitative Structuers?
by britannia
February 28th, 2007, 8:50 pm
Forum: General Forum
Topic: Structuring Synthetic CDOs
Replies: 22
Views: 81737

Structuring Synthetic CDOs

So how come credit derivatives structurers get paid so much? I heard for a SVP/MD one could be looking at $150-200K base plus $600K-$1m+ !!