We have witnessed the Asian financial crisis, the collapse of LTCM,
the subprime mortgage crisis and the credit crunch - all in a
little more than a decade. Hedge funds have had a ineligible role
in each of these crises, but what was this role exactly? Some
accuse them as the director of financial crises; some see them as
merely an actor playing the role assigned by the market. This study
concludes that some hedge funds are actually spontaneous threats.
These are hedge funds that combine the use of arbitrage strategies
and complex mathematical models while possessing an extremely large
pool of capital. Such hedge funds are destined to fail and their
failures are destined to generate systematic collapse. The set of
hedge fund risks brings more uncertainties as they interact with
vulnerabilities embedded within the global economy. This study
strives to cover what seems to be a missing page in the discipline
of finance, which is qualitative analyses that examine what happen
when different risk and vulnerability variables interact. The book
is recommended for investment professionals and students with a
serious interest in global finance.
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