Title: Hedge fund risk fundamentals : solving the risk management and transparency challenge /
Authors: Horwitz, Richard, 1953-
Publisher: Bloomberg Press,
Year: 2004
Subjects: Hedge funds.; Risk management.
Abstract: "Richard Horwitz lays out the key components and the cutting-edge processes in the field of hedge fund risk management today. Against that backdrop he presents a utility destined to set the standard for transparency and risk management within the hedge fund universe."--Jacket.
Contents: Volatility -- Diversification -- Leverage -- Illiquidity -- Measuring risk -- Understanding the source of risk -- Risk visualization and articulation -- Risk culture -- Non-market risk management -- Constructing a fund -- Performance attribution -- Risk budgeting -- NAV/return reporting -- Constructing a portfolio of funds -- Risk due diligence -- Transparency -- Industry standard solution -- The risk fundamentals solution.