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Research

How do hedge funds manage portfolio risk?

Gavin Cassar from The Wharton School at the University of Pennsylvania, and Joseph Gerakos at the Booth School of Business, University of Chicago, investigate the determinants and effectiveness of methods that hedge funds use to manage portfolio risk. They find that levered funds are more likely to use formal models to evaluate portfolio risk.
 January 5, 2011
Research

Private equity in the 21st century

This detailed research looks at cross-sectional and time-series cash flow performance of  a large sample of private equity funds across a range of asset classes, and examines the relationship with the management contracts of those funds. It concludes, among other things, that there is some evidence that funds with lower GP capital commitments outperform.
 January 5, 2011
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