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The Value of Liquidity for Hedge Fund Portfolios
The views in this program reflect solely those of the host and other speakers and not necessarily those of its sponsors. The statements made in this program are for informational and educational purposes only and should not be considered investment advice or a solicitation of the sale or purchase of any futures, options or swaps contracts.
The Mathematics of Liquidity, Model Risk and More
Ranjan Bhaduri, PhD, CFA, CAIA, chief research officer, Sigma Analysis and Management, talks about the mathematics of liquidity, model risk, and the subtlety of liquidity’s value in constructing a portfolio of hedge funds.
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