Managing Hedge Fund Risk and Financing: Adapting to a New Era

About the Author ix

Acknowledgments xi

Introduction: Managing Complexity and Uncertainty xiii

Chapter 1: The Quick and the Dead: Lessons Learned 1

Chapter 2: An Integrated Approach to Hedge Fund Risk Management 33

Chapter 3: A Survey of Hedge Fund Strategies and Risks 83

Chapter 4: Analysis of the Risk/Return Profile of Hedge Fund Strategies 143

Chapter 5: Managing Funding Risk 239

Chapter 6: Managing Counterparty Risk 299

Chapter 7: Risk Management for Hedge Fund Investors 315

Chapter 8: Conclusion 345

Appendix 1 349

Appendix 2 353

Appendix 3 355

Index 361