August 2012 Vol. 17 No. 08
Credit where credit’s due
Category: Asia, Global
A robust assessment of hedge fund performance
Since investment strategies are very diverse, sources of risk and corresponding exposures are hard to identify. Moreover, pension funds and rich individuals do not exhibit the same risk tolerance and will not assess performance in the same way. Traditional measures cannot offer robustness to complex risk-factor exposures and investors’ risk aversion.
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