4 Feb 2016
Risk is not always rewarded. Our Downside Risk Index aims to distinguish the volatility that's driven primarily by downside risk from the risk generated by upside potential.
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5 Jan 2016
In the context of the hedge fund industry’s growth over the past two decades, Andrew Lo, Peter Lee, and Mila Getmansky present a selective review of recent hedge fund academic literature and updated empirical results for the industry. Their findings… Read more →