| 14.02.2012 How much hedge fund return is explained by dynamic beta asks MPI |
| By Beverly Chandler, Opalesque London: A new case study from Markov Processes International reveals how their predictive analytic techniques could be used to reproduce beta exposures of hedge funds. Using MPI’s research, the firm tried to capture dynamic betas embedded in the $23bn Bridgewater Pure Alpha II Fund. This fund is the flagship fund of Bridgewater Associates - the world’s largest altern |
| Article source: http://markovprocesses.com/blog/ - Opalesque is not responsible for the content of external internet sites |