Serving the Quantitative Finance Community

Problems in Measuring exposures to risk factors in Hedge Funds

Post Reply
 
User avatar
Manishs
Topic Author
Posts: 3
Joined: September 13th, 2002, 4:42 am

Problems in Measuring exposures to risk factors in Hedge Funds

February 7th, 2005, 8:09 am

Any Comments!!
Top
 
User avatar
ppauper
Posts: 11729
Joined: November 15th, 2001, 1:29 pm

Problems in Measuring exposures to risk factors in Hedge Funds

February 7th, 2005, 1:21 pm

Last edited by ppauper on March 5th, 2005, 11:00 pm, edited 1 time in total.
Top
 
User avatar
Manishs
Topic Author
Posts: 3
Joined: September 13th, 2002, 4:42 am

Problems in Measuring exposures to risk factors in Hedge Funds

February 8th, 2005, 4:03 am

For example, funds using leverage, what are the problems faced in measuring exposure. Or the problems in measuring exposure to style drifts.
Top
© All material, including contents and design, copyright Wilmott Electronic Media Limited | Privacy | About | Contact us