Market Risk Market Risk

Market risk of hedge funds

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January 23, 2009
January 23, 2009
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Market risk explanation
Market Risk encompasses the uncertainty of future returns deriving from fluctuations in asset prices. In other words, if a portfolio consists of instruments that are subject to price changes, underlying price fluctuations result in portfolio value changes. By analyzing those changes over a given period we can measure the related risk. Over the last few years the VaR has become the most common measure of market risk.
Article is in the following categories:
Quant KB » Due Diligence» Quantitative Due Diligence

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