hedge fund problems

Is Dubai witnessing a notable surge in hedge funds relocating or establishing their base in the region? What are

Is the Sortino Ratio an effective comparative risk measure? Explore its nuances, advantages, and limitations in our latest article.

Based on the Markowitz’s mean-variance model, the Capital Asset Pricing Model (CAPM) inherits all the shortcomings of the

The Markowitz’s mean-variance methodology is hardly applicable for hedge fund risk assessment. Since its introduction, the mean-variance methodology

Typical mistakes in hedge fund valuation and risk assessment arise from neglecting their unique properties: non-normal return distributions,