Fri, Mar 24, 2017
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Opalesque Radio

Why operational risk is a source of alpha
Radio Feature 27: Professor Stephen Brown in conversation with Sona Blessing
 
Wednesday, September 07, 2011
- ZHAW FoHFs Investor Annual Day

radio Professor Stephen Brown is the David S. Loeb Chair of Finance at the New York University Stern School of Business. In this live radio feature he shares his expertise and research finding on operation risk.

 Download this feature as MP3 (8.74 MB)

 
Listen to the complete feature
Why operational risk is a source of alpha

Duration: 09:32 

 

Or listen to selected sub-features
  • Q1 - Definition of operational risk and Professor Brown’s research findings on operational risk

    Duration: 03:02 


  • Q2 - How already in 2006, Professor Brown had detected operational risk related issues and red flag issues in the context of investing with Bernard Madoff

    Duration: 01:04 


  • Q3 - Drawing from the medical sciences and canonical correlation

    Duration: 03:12 


  • Q4 - Why he believes operational risk is a source of alpha

    Duration: 02:13 



Radio Link
  • Top Forwarded
  • Top Tracked
  • Top Searched
  1. Hedge fund liquidations in 2016 surpass 2009 levels, new launches decline[more]

    Benedicte Gravrand, Opalesque Geneva: Even as the hedge fund industry's total assets exceeded the $3tln milestone last year, hedge fund liquidations increased. So much so that 2016 had the highest number of liquidations since 2008, claims the latest HFR Market Microstructure Report, re

  2. Hedge funds find no joy in macro as returns lag Trump rally[more]

    From Gulfnews.com: In 2017, macro hedge funds were expected to shine. So far? Not so much. It's been a far from impressive first two months for funds that trade around macroeconomic events. Discretionary funds rose just 0.3 per cent through February, according to Hedge Fund Research Inc., while the

  3. Strategies - Billionaire investor Marc Lasry shares how he's playing markets right now, Classic models are failing FX hedge funds desperate for return[more]

    Billionaire investor Marc Lasry shares how he's playing markets right now From CNBC.com: Buy on the prospect of deregulation. Sell on the enactment of deregulation. That's the strategy that billionaire investor Marc Lasry is implementing, according to an interview with CNBC in Las Vegas

  4. Opalesque Exclusive: Aberdeen makes the case for the lower mid-market[more]

    Bailey McCann, Opalesque New York: Aberdeen Asset Management has released a new paper focused on lower mid-market private equity. According to the paper, this segment of the private equity market is gaining popularity with private equity investors that are looking for multiple expansion and less

  5. Hedge funds await outcome of French elections, feel pinch on lower oil prices & weak dollar[more]

    Komfie Manalo, Opalesque Asia: Hedge funds felt the pinch of lower oil prices and weak U.S. dollar as the Lyxor Hedge Fund Index was marginally down as of the week ending 14 March, Lyxor Asset Management said in its Weekly Briefing. The Lyxor He