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Home / News & Events / Enhanced Hedge Fund Performance via Quantitative Risk Management

Enhanced Hedge Fund Performance via Quantitative Risk Management

Presented: June 10, 2003 8:00 a.m. PT
Speaker: Dr. Richard Saldanha, Managing Director, Oxquant Consulting

Listen to the archived webcast.

Click below for presentation materials:

Abstract:

Given the current investment climate, analysts within the hedge fund industry are quickly realizing that risk management needs to be an integral part of any successful fund. For investors, measuring and evaluating hedge fund risk beyond purely qualitative methods is critical. Richard Saldanha, Managing Director of Oxquant Consulting and former Director of European Risk Management at Lehman Brothers will review some of the more advanced quantitative methods for assessing hedge fund risk, and will demonstrate how leading hedge funds are using such techniques to attract new investors. Richard Saldanha will show how Insightful’s financial products including S-PLUS, S+FinMetrics and S+NuOPT can really help risk managers to measure and control the risk exposure of a fund or basket of funds.

Topics that will be addressed during this webcast include:

  • Simulation methods
  • Extreme-value analysis
  • Mean-variance optimization
Richard Saldanha founded Oxquant Consulting in 2001. He and his colleagues are actively involved in quantitative analysis for a wide range of clients in the finance industry (see www.oxquant.com). Prior to starting Oxquant, Richard was a Director of European Risk Management at Lehman Brothers in London. Richard holds a doctorate in Statistics from the University of Oxford.