Managing Hedge Fund Risk (2nd ed)

Strategies and Insights from Investors, Counterparties, Hedge Funds and RegulatorsSecond Edition

Publication Date	June 2005
Publisher	Risk Books
Product Type	Book
Pages	385
ISBN Number	1904339409
Product Code	RIS00334

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Summary

A highly accessible primer on hedge fund risk illustrated with practical examples
Analyses recent developments in risk management research
Provides quality information for risk managers within different types of investment structures, e.g. investment banks, funds of funds, family offices, asset management firms, pension funds, endowments and foundations, and consultancies
Contributions from leading practitioners with considerable expertise in their areas, drawn from, among others, AIG, Balfour Capital, Calpers, C-View, Evaluation Associates, Forest Investment Management, NetRisk and academia
Essential reading for investment bankers, allocators, dealers, counterparties, prime brokers, institutions, private investors, corporate plan sponsors and consultants

Content

Introduction
- Virginia Reynolds Parker
- Parker Global Strategies LLC
Part I: Perspectives from The Investors
- 1 The Risk in Measuring Hedge Fund Performance
  - Mark J. P. Anson
  - CalPERS
- 2 Measuring Hedge Fund Performance
  - Ronald L-Liesching
  - Pareto Partners
- 3 Implementation Considerations When Using Absolute-Return Strategies for Traditional Portfolio Risk Reduction
  - Alan H. Dorsey
  - CRA RogersCasey
- 4 Risk Management Issues for the Family Office
  - Luc Estenne
  - Partners Advisers SA
- 5 What Does Risk Mean for Pension Fund Trustees?
  - Robbie Alexander
  - Octane Group
- 6 Examining Potential Risk Mitigation Benefits of Diversification
  - John Levitt
  - Gregoire Capital
Part Ii: Perspectives from The Hedge Fund Managers
- 7 Sound Practices for Hedge Funds
  - Tanya Styblo Beder
  - Tribeca Global Management LLC
- 8 Managing a Global Credit Portfolio
  - Michael Mabbutt
  - Thames River Capital
- 9 Managing Risk in a Global Event Arbitrage Portfolio
  - John Paulson
  - Paulson & Co. Inc
- 10 Risk Management for Convertibles
  - Michael A. Boyd Jr, Scott Watson, Evan Misshula
  - Forest Investment Management LLC
- 11 Mortgage Strategies
  - Eric H. Keiter
  - MKP Capital Management, LLC
- 12 Risk Management for a Distressed Securities Portfolio
  - Marti P. Murray
  - Murray Capital Management, Inc
- 13 Short Selling: A Unique Set of Risks
  - A. R. Arulpragasam; James S. Chanos
  - Arktos LLC; Kynikos Associates
- 14 Risk Management for Hedge Fund Strategies - Foreign Exchange
  - A. Paul Chappell
  - C-View Limited
- 15 Investable Hedge Fund Indices: Creation and Management
  - Thomas Schneeweis; Vassilis Karavas, Rae DuBose
  - University of Massachusetts; Lyra Capital
Part Iii: Perspectives from Fund-of-Hedge-Fund Managers
- 16 Risk: Defining IT, Measuring IT, and Managing IT
  - Robert A. Jaeger
  - EACM Advisors LLC
- 17 Hedge Fund Risk and its Implications
  - David J. Gordon
- 18 Integrating Risk Management into the Portfolio Management Process for Effective Fund-of-Hedge-Funds Risk Management and Performance Measurement
  - Virginia Reynolds Parker
  - Parker Global Strategies LLC
- 19 The Big Five
  - Ken Kinsey-Quick
  - Thames River Capital
Part Iv: Operational, Counterparty, Regulatory, and Legal Perspectives
- 20 Operational Risk
  - Marcelo Cruz; Jonathan Davies
  - RiskMaths; Risk Business
- 21 Managing Hedge Fund Risk from the Dealer's Perspective
  - Irenee D. May, Jr
  - JP Morgan
- 22 Regulatory Risk for Hedge Fund Managers
  - Cynthia M. Fornelli
  - Bank of America
- 23 Legal Risks of Investments in Hedge Funds
  - Christopher M. Wells
  - Coudert Brothers LLP