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by annesophie
May 9th, 2005, 4:49 pm
Forum: General Forum
Topic: Headhunter/Recruiter for Hedge Fund Jobs
Replies: 7
Views: 151662

Headhunter/Recruiter for Hedge Fund Jobs

Can anybody please recommend a reputable headhunter who places candidates with hedge fund of funds? Thanks!
by annesophie
February 24th, 2005, 7:31 pm
Forum: General Forum
Topic: CAIA vs CFA
Replies: 21
Views: 182013

CAIA vs CFA

I have never heard of this deisgnation before.
by annesophie
February 24th, 2005, 7:31 pm
Forum: General Forum
Topic: CAIA vs CFA
Replies: 21
Views: 182013

CAIA vs CFA

I have never heard of this deisgnation before.
by annesophie
February 24th, 2005, 3:12 pm
Forum: General Forum
Topic: CAIA vs CFA
Replies: 21
Views: 182013

CAIA vs CFA

Who is your company?
by annesophie
February 23rd, 2005, 6:00 pm
Forum: General Forum
Topic: CAIA vs CFA
Replies: 21
Views: 182013

CAIA vs CFA

Thanks for your valuable feedbacks!
by annesophie
February 18th, 2005, 6:28 pm
Forum: General Forum
Topic: CAIA vs CFA
Replies: 21
Views: 182013

CAIA vs CFA

Please help...I am torn between applying to a CAIA and CFA program. I have been working for a Fund of Hedge Funds for 4 years.
by annesophie
January 19th, 2005, 9:12 pm
Forum: General Forum
Topic: Securitization of life settlements
Replies: 1
Views: 162598

Securitization of life settlements

Any papers? Thanks!
by annesophie
January 13th, 2005, 3:03 pm
Forum: General Forum
Topic: Historical default rate for various credit classes
Replies: 3
Views: 163624

Historical default rate for various credit classes

Thanks but they discontinued posting the rates.
by annesophie
January 11th, 2005, 9:26 pm
Forum: General Forum
Topic: Historical default rate for various credit classes
Replies: 3
Views: 163624

Historical default rate for various credit classes

90 something reviews and no response?
by annesophie
January 11th, 2005, 4:23 pm
Forum: General Forum
Topic: Historical default rate for various credit classes
Replies: 3
Views: 163624

Historical default rate for various credit classes

<t>I need historical default and recovery rates for my project. Credit rating organizations such as Moodys will disclose this data onlky if I am a subscriber. Do any of you know the freebie ways to retrive this data. I even tried Prof. Altman's website which also required some fee. Thanks very much ...
by annesophie
December 3rd, 2004, 6:06 pm
Forum: General Forum
Topic: Papers on CDO
Replies: 11
Views: 169847

Papers on CDO

Merci everybody!
by annesophie
November 30th, 2004, 2:01 pm
Forum: General Forum
Topic: Papers on CDO
Replies: 11
Views: 169847

Papers on CDO

<t>Can anyone recommend any good, non-scientific papers written about CDOs? I am not interested in the use of Copula functions or the valuation of CDOs, rather I would like to learn more about the variuos degree of risks from both the buyer's and issuer's perspective. I have been reading Fabozzi's b...
by annesophie
November 23rd, 2004, 5:31 pm
Forum: General Forum
Topic: Shorter duration ABS securities
Replies: 3
Views: 168986

Shorter duration ABS securities

Can you please explain (with few sentences) the advantages of holding shorter duration of ABS investments in the portfolio from trading perspective? Thanks!
by annesophie
November 15th, 2004, 8:22 pm
Forum: Careers Forum
Topic: Credit Agricole?
Replies: 1
Views: 169618

Credit Agricole?

I was wondering if anybody in this forum has been interviewed by Credit Agricole Asset Management, if so could you please share your insights and comments with me? Thanks in advance.
by annesophie
November 1st, 2004, 9:15 pm
Forum: General Forum
Topic: Quantifying illiquidity of hedge funds
Replies: 12
Views: 172789

Quantifying illiquidity of hedge funds

Might it be possible to assess the liquidity risk through the use of Herfindahl Index or the Ljung-Box test by evaluating the extent of the auto-correlation of returns. Thanks!