François - Serge lhabitant - The professor who runs $5 - $6 billion in hedge funds
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Researching hedge funds since 1994 How and when did academia get involved with hedge funds? Bridging the gap from education to practice Do ONLY invest in what you understand
How does correlation vary over time, and what drives those changes? How do correlation changes affect portfolio diversification? Do well performing hedge funds take on more or less risk? Do hedge funds with asset liability mismatches behave differently?
Latest research on Factor Models: * New insights when using short term data * The value of Portfolio Factor Models
Kedge Capital Family Office: Large hedge fund investor Investing in hedge funds has become riskier: Threats hedge funds have not considered yet
