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Hedge Funds, Leverage, and the Lessons of
Long-Term Capital Management
The manager of a hedge fund generally falls within the definition of ...... and repurchase transactions of the foreign hedge fund Long-Term Capital ...
http://www.ustreas.gov/press/releases/reports/hedgfund.pdf
- Does
Mortgage Hedging Raise Long-Term
Interest Rate Volatility?
by Y Chang - 2005 - Cited by 7
http://www.freddiemac.com/news/pdf/fmwp_0501_morthedge.pdf
- Operational
Hedging: A Review with Discussion
by O Boyabatlı - 2004 - Cited by 15
http://www.prism.gatech.edu/~bt71/articles/pompaper.pdf
- The Role
of Long/Short Equity Hedge Funds
in Investment Portfolios
my definition of long/short hedge funds. Lastly, I note that most data providers report returns for pure short sellers as a distinct hedge fund strategy. ...
http://www.trendfollowing.com/whitepaper/long_short.pdf
- An Overview of
Hedge Funds and Structured Products: Issues in
...
by A Blundell-Wignall - Cited by 13
http://www.oecd.org/dataoecd/36/62/40972327.pdf
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Hedge Fund Alpha A Framework for Generating and
Understanding ...
Under our definition of hedge funds, there are others that preceded ..... hedge fund, since the Graham-Newman Partnership utilized long ...
http://www.worldscibooks.com/etextbook/7012/7012_chap01.pdf
- Assessing
possible sources of systemic risk from hedge
funds
2 We note that no formal definition of 'hedge fund' currently exists although it is .... 10 'Hedge Funds, Leverage, and the Lessons of Long-Term Capital ...
http://www.fsa.gov.uk/pubs/other/hedge_funds.pdf
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FEDERAL COURT INVALIDATES HEDGE FUND
REGULATION
into the vague definition of “hedge funds” and collectively, ... Long-Term Capital Management, based in Greenwich, Connecticut that had more than ...
http://www.shufirm.com/newsletters/pdf/HedgeFundArticle.pdf
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Introduction to Hedge Funds
Hedge funds – a separate asset class? History, definition and characteristics of hedge funds. Risks, returns, correlations. Benchmarks and long term return ...
http://www.harcourt.ch/cms/hauptseite/zeigeBereich/11/gibDatei/739/introductiontohedgefunds.pdf
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Bona Fide Hedge Exemptions for Commodity Swap
Dealers
existing bona fide hedging definition and if not, whether the Commission .... month that exceeds 25% of the spot month limit, or the net long or short ...
http://www.sullcrom.com/files/Publication/4c0a8736-ed20-4df0-9225-261ec4ec7cdf/Presentation/PublicationAttachment/fb36aecb-bd00-4aff-a14c-26dc6a0a5796/SC_Publication_Bona_Fide_Hedge_Exemptions.PDF
-
Legal Framework for Hedge Fund Regulation There is
no statutory ...
There is no statutory definition of the term “Hedge Fund. ... crises in the late 1990s, the failure of the Long Term Capital Management Fund in the US in ...
http://www.hedgefund-index.com/Legal Framework for Hedge Fund Regulation.pdf
- The
Hedge Fund sector: History and present context
There is no legal or regulatory definition of a hedge fund in the UK and the range of ... hedge funds) and have a net long exposure to the market. ...
http://www.hfsb.org/files/what_is_a_hedge_fund.pdf
-
PDF - A DEFINITION OF HEDGING FOR
ADMINISTRATIVE PURPOSES In the ...
no stopping point so long as a trader had some cash commodity base for his operations. In looking at the broad definition of hedging, it is clear that more ...
http://www.farmdoc.illinois.edu/irwin/archive/books/Revsnst_Chronlgy/Revsnst_Chronlgy_chapter_36.pdf
- The financial policy debate
over the question of hedge fund ...
provided liquid markets for risk shifting for a long time. Hedge ... Trading volume, by some definition, is liquidity, and hedge ...
http://www.g24.org/pbno5.pdf
- Understanding
Hedge Funds
120% long and 50% short would have a gross exposure of 170%. This is significant as it represents the absolute level of investment bets. Hedge funds' gross ...
http://www.lindzon.com/docs/understanding.pdf
-
Hedge funds and U.K. regulation
2 There is no universally accepted definition of a 'hedge ... through the near-collapse of Long-Term Capital Management in August 1998. ...
http://www.capco.com/files/pdf/74/02_RISKS/05_Hedge funds and UK regulation.pdf
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Introduction to Global Macro Hedge Funds
by JG NicholasThe global macro hedge fund strategy has the widest mandate of all ... on the long and short sides to exploit a perceived relative mispricing, such ...
http://media.wiley.com/product_data/excerpt/73/04717944/0471794473.pdf
- Harry
Wulfsohn, director, Stenham Advisors explains that different
...
under the definition of 'hedge'. There are many different strategies, though. Some are directional, leveraged and higher risk than long ...
http://www.stenham.com/uploads/EngagedInvestor_Dec08.pdf
- Hedge
Fund Registration:
A conclusive “hedge fund” definition based on a fund's ... (describing Jones' strategy of combining a long term stake in equity positions ...
http://www.wcl.american.edu/blb/03/1straub.pdf
-
A note on the definition of hedge
funds:
First, the definition of thresholds that trigger announcements ..... Long/short equity hedge Equity-oriented investing on both the long and short ...
http://www.europarl.europa.eu/comparl/econ/emu/20061010/walter.pdf
- While it appears
straightforward in theory, evaluating hedge
published its “Hedge Effectiveness Analysis Toolkit” (HEAT). This is the latest in a long history of cutting-edge risk management solutions devel- ...
http://www.jpmorgan.com/directdoc/heat_intro.pdf
-
Growing natural hedges
Growing natural hedges. 2. Frontier Economics | May 2002. 0. 5. 10. 15. 20. 25. %. Long term interest rate: long dated 20 years ...
http://www.frontier-economics.com/_library/publications/frontier bulletin - growing natural hedges.pdf
-
A survey on hedging markets in Asia: a description
of Asian ...
by M Hohensee - Cited by 13
http://efinance.org.cn/cn/PHDS/a survey on hedging markets in asia---a description of asian derivatives markets.pdf
- Hedge
Fund Industry Structure and Regulatory Alternatives
by H Westbrook Jr - Related articles
http://www.q-group.org/archives_folder/pdf/Westbrook.pdf
- Hedge
Fund Survey Results (2006)
Definition. In conducting the hedge fund survey, hedge funds were .... institutional investors do not consider this to be a problem as long as investment ...
http://www.fsa.go.jp/en/news/2007/20070315.pdf
-
Hedges
by D Hovy - Related articles
http://www.dirkhovy.de/portfolio/papers/download/hedges_dirk_hovy.pdf
- Currency
Hedging Strategy
I. Foreign Currency Hedging - Definition. A foreign currency hedge is placed when ... who is long a particular foreign currency can hedge to protect against ...
http://fxf-business.yaghout.net/df/currency Hedging Strategy.pdf
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Novare Investments South African Hedge Fund Survey
October 2004
The major strategies in the local market are equity long/short and market ... Novare Investments adopted the definition of “hedge fund” as described in the ...
http://www.novare.co.za/uploads/files/File/SouthAfricanHedgeFundSurvey-October2004.pdf
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FACT SHEET: HEDGE ACCOUNTING
FlExiBlE HEdgE rElATiONSHip dEFiNiTiON. Wallstreet Suite's hedge accounting functionality provides full support for all hedge types; Cash Flow, ...
http://www.wallstreetsystems.com/documents/HedgeAccounting_factssheet_A4_0508_web.pdf
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Financial Instruments – Hedges Section 3865
27 Jan 2005 ... hedges involving anticipated transactions. Hedged item (slide 6). The definition of “hedged item” in Section 3865 is consistent with ...
http://www.knotia.ca/Courses/CourseContent/ASBF/mod12/pdfs/ASBF12_eng_transcript.pdf
- Chapter 5 Forwards and
Futures
Roll over short contracts to hedge long term risks. Basis risk leads to imperfect hedge. ... Definition: The hedge ratio is the number of futures used to ...
http://web.mit.edu/15.407/file/Ch05.pdf
- Hedge
Funds: Absolute Return Strategies 1
by AA Al-Sharkas - 2005 - Cited by 3
http://www.hedgefundprofiler.com/Documents/324.pdf
- Adynamic
hedging strategy typically involves two
by S Benninga - Cited by 5
http://finance.wharton.upenn.edu/~benninga/mma/MiER71.pdf
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Replicating Hedge Fund Return Components
However, hedge fund managers typically lock up investor funds for long periods of time, ... By definition, any return that can be attributed to security ...
http://www.361capital.com/docs/ReplicatingHedgeFundReturnComponents.pdf
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Hedge fund managers prepare for impact of tighter
legislation
definition of 'hedge fund FSP' includes financial service providers ... regulatory framework for hedge fund administration will go a long ...
http://www.hedgefunds-sa.com/drupalfiles/Regulation_reprint.pdf
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CONSULTATION PAPER ON THE OFFER OF HEDGE FUNDS
Appendix 4: Hedge Funds. Definition. There are different characteristics and ... traditional schemes which are “long only” funds investing in listed ...
http://www.mas.gov.sg/resource/publications/consult_papers/HedgeFundConsul.pdf
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Hedge Fund Industry in Canada
Definition of Hedge Funds. In December 2004, the Bank of Canada stated in its 2004 ... strategy for Canadian hedge funds is the equity long/short strategy, ...
http://aima-canada.org/doc_bin/AIMA Canada Senate of Canada Briefing.pdf
-
The evolution and regulation of hedge funds -
FINANCIAL STABILITY ...
by A CROCKETT - Cited by 17
http://www.banque-france.fr/gb/publications/telechar/rsf/2007/etud2_0407.pdf
-
Report of the Survey on Hedge Fund Activities of
SFC-licensed ...
The hedge funds mainly adopted Asia Pacific-focused equities long/short and multi- ... There is no formal definition of the term “hedge funds”. ...
http://www.sfc.hk/sfc/doc/EN/speeches/public/surveys/09/Hedge Fund Survey Report 2009_ENG.pdf
- A
Circus “Net” – Costs of Hedge Funds vs.
Long-only Alternatives ...
index funds, active equity (long only), hedge funds and fund of hedge funds. This ... The definition of “net” in this analysis is investment returns less ...
http://www.raylign.com/wp-content/uploads/eLign Circus Net.pdf
-
Hedge fund strategies
A standard definition says ®A hedge fund can be defined as an actively managed, ... A hedge fund is a fund that can take both long and short positions, ...
http://www.globalfinance.org/portal/data/publications/students/ceram/IF/RelativeValueStrategies.pdf
- HEDGE
FUNDS - 14.5.2004
7 Nov 2003 ... There is no exact definition to the term “Hedge Fund”; ...... The SFC feels that as long as hedge funds can provide true and accurate ...
http://www.sebi.gov.in/commreport/fiihedgefund.pdf
- NEWSLETTER
would satisfy the accounting hedge definition. ... This proposed definition of hedging still has ... net positive contribution over the long-term. Tony, ...
http://www.minecon.com/Newsletters/NL-S03.pdf
-
Hedge funds and the FSA: Feedback statement on DP16
definition of the term 'hedge fund' for regulatory purposes. Most industry ... that some types of long/short hedge fund (and some others) effectively begin ...
http://www.abanet.org/intlaw/calendar/annual03/Annual0313.02.pdf
- GAO-08-200
Hedge Funds: Regulators and Market Participants
Are ...
24 Jan 2008 ... 1Although there is no statutory definition of hedge funds, ...... the 1998 near failure of the large hedge fund, Long-Term Capital ...
http://www.gao.gov/new.items/d08200.pdf
- Microsoft
PowerPoint - FIMS Fair Value Hedge
The IAS 39 Definition of a Fair Value Hedge is: “A hedge of the exposure to changes in the fair value of a recognised asset or liability (such as a hedge ...
http://www.aibifs.com/brochures/FIMS_Fair_Value_Hedge.pdf
-
Hedge Funds and the SEC: Observations on the How and Why
of ...
by TA Paredes - Related articles
http://www.imf.org/external/np/seminars/eng/2006/mfl/tap.pdf
- Caught
by the tail: Tail risk neutrality and hedge fund
returns
by SJ Brown - Cited by 11
http://pages.stern.nyu.edu/~sbrown/FIRN/Caught by the tail.pdf
- Untitled
impose a definition upon the industry. However, because hedge funds are not ... following strategies Moving Average Long Only (MALO) and Moving Average ...
http://www.isb.uzh.ch/publikationen/pdf/publ_1541.pdf
- An Introduction to
Hedge Funds
by G Connor - 2004 - Cited by 4
http://eprints.lse.ac.uk/24675/1/dp477.pdf
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