A Conditional Approach to Hedge Fund Risk

2006 ◽  
Author(s):  
Jerome Teiletche ◽  
FLORENT POCHON
Keyword(s):  
Hedge Fund ◽  
Conditional Approach ◽  
Hedge Fund Risk

A Conditional Approach to Hedge Fund Risk

2006 ◽  
Vol 9 (1) ◽  
pp. 64-77 ◽  
Author(s):  
Florent Pochon ◽  
Jérôme Teïletche
Keyword(s):  
Hedge Fund ◽  
Conditional Approach ◽  
Hedge Fund Risk

Calculating hedge fund risk: the draw down and the maximum draw down

2004 ◽  
Vol 11 (3) ◽  
pp. 259-282 ◽  
Author(s):  
Alessio Sancetta ◽  
Steve E. Satchell
Keyword(s):  
Hedge Fund ◽  
Hedge Fund Risk
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