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Resource Center Overview White Papers Academic Papers Risk Measures Hedge Funds Risk and Replication Factor Identification and Modeling Time Series Portfolio Construction Option Pricing and Model Calibration Credit Other Research Papers by the Riskdata team Current VaR Technology Risk Ticker Flash Demo	Hedge Funds Risk And Replication Crises in Hedge Funds Learning from Amaranth: How to use Riskdata FOFIX to Support Hedge Fund Monitoring Authors: Ingmar Adlerberg, Olivier Le Marois, Riskdata View article On Hedge Funds, Human Nature and Black Swans Authors: Marc Gross, Riskdata View article The Systemic Crises in Hedge Funds Authors: Raphael Douady, Riskdata View article Are Hedge Fund Investors Sitting on a Volcano? Authors: Cyril Coste, Olivier Le Marois, Riskdata View article Lessons From The Collapse Of Hedge Fund, Long-Term Capital Management Authors: David Shirreff View article Risk Management Lessons from LTCM Authors: Philippe Jorion View article Bias Ratio Bias Ratio: Detecting Hedge-Fund Return Smoothing Authors: Olivier Le Marois, Raphael Douady, Riskdata View article Return Smoothing Practices: a Potential Threat for Alternative Investment Growth Authors: Olivier Le Marois, Riskdata View article Do Hedge Fund Managers Misreport Returns? Evidence from the Pooled Distribution Authors: Nicolas P.B Bollen, Veronika K.Pool View article No: WO/2008/061217 METHOD AND SYSTEM FOR EVALUATING PRICING OF ASSETS (Bias Ratio - Protege's Patent Filling) Author: M. Adil Abdulali, Risk Manager, Protege Partners Description: This document is the Protege Partners' patent filling for the methodology underlying the Bias Ratio - an indicator available in RiskData's line of software solutions, for which RiskData has signed a licensing agreement. The methodology underlying the Bias Ratio is provided for detecting price manipulation in assets by receiving data indicating returns on an asset, generating a histogram of returns data, determining the first area under a curve of the histogram in the first interval, then determining the second area under the curve of the histogram in the second interval and calculating the Bias Ratio which comprises a ratio on the first area and the second area. The inventor of the Bias Ratio is Mr. Adil Abdulali, the Risk Manager of Protege Partners. View article The Madoff Case: Quantitative Beats Qualitative! Authors: Raphael Douady, Adil Abdulali, Ingmar Adlerberg View article Risk adjusted returns Comparing Performances on a Risk Adjusted Basis Hedge Funds vs Traditional Asset Classes Authors: Olivier Le Marois, Riskdata View article Should Hedge Funds be Marketed as Pure Alpha Generators? Authors: Marc Gross, Riskdata View article The Benefits of Hedge Funds in Asset Liability Management Authors: Lionel Maretllini, Volker Ziemann View article Hedge Fund Portfolio Selection with Modified Expected Shortfall Authors: Kris Boudt, Brian Peterson, Peter Carl View article Nonlinearities Hedge Fund Nonlinearities Authors: Cyril Coste, Emanuel Derman, Raphael Douady, Ilija Zovko Riskdata (paper not finished yet, will post soon) Assessing and Valuing the Nonlinear Structure of Hedge Funds' Returns Authors: Antonio Diez de los Rios, René Garcia View article Dynamic Risk Exposure in Hedge Funds Authors: Monica Billio, Mila Getmansky, Loriana Pelizzon View article Andy Lo's paper(s) Do Hedge Funds Increase Systemic Risk? Authors: Nicholas Chan, Mila Getmansky, Shane M. Haas, Andrew W. Lo View article Can Hedge-Fund Returns Be Replicated?: The Linear Case Authors: Jasmina Hasanhodzic, Andrew W. Lo View article Risk Management For Hedge Funds: Introduction and Overview Authors: Andrew W. Lo View article What Happened To The Quants In August 2007? Authors: Amir E. Khandani, Andrew W. Lo View article An Econometric Model of Serial Correlation and Illiquidity In Hedge Fund Returns Authors: Mila Getmansky, Andrew W. Lo, and Igor Makarov View article Others The Tail that Wags the Hedge Fund Dog Author: Craig French View article Why Factor Risk Models Often Fail Active Quantitative Managers? The Completeness Conflict Authors: Dan diBartolomeo View article Hedge Funds Replication and Factor Models Authors: Serge Darolles, Gulten Mero View article Measuring Risk in Hedge Fund Sector Authors: Tobias Adrian View article Hedge Fund Transparency: Quantifying Valuation Bias for Illiquid Assets Authors: Eric Weinstein, Adil Abdulali View article The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers Authors: William Fung, David Hsieh View article Performance Evaluation of Hedge Funds with Option-based and Buy-and-Hold Strategies Authors: Vikas Agarwal, Narayan Y. Naik View article Finding the Sweet Spot of Hedge Fund Diversification Authors: EDHEC RISK AND ASSET MANAGEMENT RESEARCH CENTER View article	“This is a challenging and exciting time. Risk managers and senior executives should be seeking more from risk management. Their role needs to evolve as financial institutions increasingly recognize the opportunities and value of a better understanding of risk.” Phil Rivett PricewaterhouseCoopers UK Latest Case Study Texas Treasury Safekeeping Trust Company Risk Management Endowment Adopts Risk Budgeting Strategy and Selects Riskdata To Implement New Approach VIEW ALL >>