| 21.10.2008 Opalesque Exclusive: Markov Processes’ reverse engineering of hedge fund portfolios with a minimum of information gives new insight to firms considering the risk management and replication possibilities of funds |
| From Kirsten Bischoff, Opalesque New York: Opalesque recently had the chance to speak with Michael Markov, CEO and Director of Research at the U.S. offices of Markov Processes International (MPI) about the firm’s reverse engineering approach to hedge fund analysis as well as their thoughts on hedge fund replication strategies and some of the new ways they are using their data capabilities to incr |
| Article source: http://www.markovprocesses.com/index.htm - Opalesque is not responsible for the content of external internet sites |