RT Journal Article
SR Electronic
T1 Practical Applications of A Best Practice Protocol for the Risk Measurement of a Portfolio of Hedge Funds
JF Practical Applications
FD Institutional Investor Journals
SP 1
OP 6
DO 10.3905/pa.7.1.330
VO 7
IS 1
A1 Shubeur Rahman
A1 Ranjan Bhaduri
YR 2019
UL https://pm-research.com/content/7/1/1.5.abstract
AB In A Best Practice Protocol for the Risk Measurement of a Portfolio of Hedge Funds, from the Winter 2019 issue of the Journal of Alternative Investments, authors Shubeur Rahman and Ranjan Bhaduri review the limitations of current risk measurement practices for funds of hedge funds. They describe and formalize an emerging best practice approach for risk measurement and enhancements for market and operational risk management.TOPICS: Real assets/alternative investments/private equity, portfolio construction, risk management