Francois-Serge Lhabitant has substantial experience in risk management as both a practitioner and academic. He is Head of Quantitative Risk Management at Union Bancaire Privée, Geneva whilst he is also Professor of Risk Management at HEC, University of Lausanne. In addition to this he is Assistant Professor of Finance at Thunderbird, the American Graduate School of International Management and is one of the holders of the Deloitte & Touche Chair on Risk Management at the University of Antwerp. His previous experience includes being a Director of UBS/Global Asset Management
Part One Hedge Fund Overview
The Basics Revisited.
Legal Environment and Structures.
Operational and Organizational Structures.
Part Two Hedge Fund Strategies
Introduction to Strategies.
The Tools used by Hedge Funds.
Arbitrage and Relative Value Strategies.
Hedge Fund Indices.
Hedge Fund Performance: Beyond Net Asset Values.
Part Three Hedge Fund Investing
Hedge Fund Selection
Funds of Funds: The Quest for Meta-diversification.
Capital Guaranteed Products.
Advanced Topics: inside the black box
Appendix: The Statistics of Hedge Funds.
Useful Sources of Information.