Every reputablemanager will tell investors about their risk controls, and even define theirportfolios in terms of targeted volatility or standard deviation, before aimingfor a minimum annualised return.
But there is another risk/reward equation European hedge fund managers are increasinglygrappling with. It is the potential and growing reward of successfully tappinginto US investors, versus the (also growing) regulatory and business risks ofgetting it wrong. Add to these risks the costs of hirin
The week on Risk.net, October 6-12, 2017Receive this by email
- SGX, HKEX expect to be among first wave of Mifid II equivalence
- Leaked EU doc could shield legacy swaps from clearing grab
- Quantile, TriOptima face off in cleared swaps compression battle
- ABS set for revival under US Treasury’s liquidity buffer plans
- Quants stymied by lack of alternative risk premia flows data