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摘要翻译：
这份报告最初是作为对冲基金的行业白皮书撰写的。本文对对冲基金进行了概述，重点讨论了风险管理问题。我们定义和解释对冲基金的一般特征，其主要投资策略和所采用的风险模型。我们解决了对冲基金建模中的问题，调查了市场上现有的对冲基金和那些已经退出的对冲基金。最后，我们总结了支持和反对对冲基金使用的论点。与互联网上免费提供的其他对冲基金文献相比，这篇论文的一个独特价值在于，这篇评论完全来自学术参考（如同行评议期刊），因此是一篇真正的研究。对冲基金和共同基金经理、定量分析师、“前台”和“中层”银行职能部门（如财资管理）、对冲基金金融风险管理的监管机构、私人和机构投资者、金融风险管理领域的学术研究人员和一般金融界人士都将对这份文件感兴趣。
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英文标题：
《An Introduction to Hedge Funds》
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作者：
Sovan Mitra
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最新提交年份：
2009
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分类信息：
一级分类：Quantitative Finance 数量金融学
二级分类：General Finance 一般财务
分类描述：Development of general quantitative methodologies with applications in finance
通用定量方法的发展及其在金融中的应用
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一级分类：Quantitative Finance 数量金融学
二级分类：Risk Management 风险管理
分类描述：Measurement and management of financial risks in trading, banking, insurance, corporate and other applications
衡量和管理贸易、银行、保险、企业和其他应用中的金融风险
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英文摘要：
This report was originally written as an industry white paper on Hedge Funds. This paper gives an overview to Hedge Funds, with a focus on risk management issues. We define and explain the general characteristics of Hedge Funds, their main investment strategies and the risk models employed. We address the problems in Hedge Fund modelling, survey current Hedge Funds available on the market and those that have been withdrawn. Finally, we summarise the supporting and opposing arguments for Hedge Fund usage. A unique value of this paper, compared to other Hedge Fund literature freely available on the internet, is that this review is fully sourced from academic references (such as peer reviewed journals) and is thus a bona fide study. This paper will be of interest to: Hedge Fund and Mutual Fund Managers, Quantitative Analysts, "Front" and "Middle" office banking functions e.g. Treasury Management, Regulators concerned with Hedge Fund Financial Risk Management, Private and Institutional Investors, Academic Researchers in the area of Financial Risk Management and the general Finance community.
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PDF链接：
https://arxiv.org/pdf/0904.2731
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