Thursday, March 15, 2018. In this article, we take a look at what needs to be in place for an effective audit of a treasury function, taking in both the effectiveness of the first and second line of defense. Thursday, February 22, 2018. Tuesday, February 13, 2018. Monday, February 5, 2018.
Investment Risk Management, Skill Evaluation, and Predictive Performance Analytics. Hedge Fund Industrials Factor Timing. We discussed the largest bets hedge fund long portfolios were making in Q1 2015. The third largest was on the Industrials Factor. This is the risk specific to the industrials sector after controlling for market exposure. At the end of Q1 2015, high. Was the third largest source of U.
Investment Risk Management, Skill Evaluation, and Predictive Performance Analytics. Liquidation of Crowded Hedge Fund Energy Positions. The 2014-2015 energy carnage has been worse for crowded hedge fund energy positions than the global financial crisis. Past liquidations of crowded hedge fund bets were followed by rapid recoveries. Consequently, energy investors should survey the wreckage for opportunities. Performance of Crowded Hedge Fund Oil and Gas Producer Bets. The figure below plots historical ret.