mardi 19 août 2008

A systematic approach to measuring hedge funds implied credit risk

"A Systematic Approach to Measuring Hedge Funds’ Implied Credit Risk" est une étude d'EIM.

http://www.eimgroup.com/jahia/webdav/site/eim/users/eimadmin/public/EIM-F&W%20Article%20english%20version%20Jul08.pdf

Study prepared by Dr. Nicholas Verwilghen who is a partner and Head of Quantitative research, and Dr. Didier Michoud who is Senior Quantitative Analyst of the EIM Group in Nyon.

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