Opalesque.TV

Video not playing? Your work place may be blocking YouTube. Click here to play the video from Amazon Cloud instead. Please email us if you need further help.

Embed Share Comments (2)

Prof. Dr. Peter Meier unveils science-based total risk rating of hedge funds

Oct 13 2010 2 Comments
Peter Meier is both both a recognized academic and a veteran institutional investor. He is currently head of the Centre of Alternative Investments & Risk Management at Zurich University of Applied Sciences (ZHAW). Before that he served as Chief Economist at the Cantonal Bank of Zurich, where he set up a modern asset management unit for institutional and private portfolios as well as mutual funds. As CEO of Swissca Portfolio Management Ltd, he was responsible for one of the larger Swiss institutional asset management companies.

In t ...more

More videos about Research/EducationHedge Fund Investors. Location: Zurich »

jack-schwager

Jack Schwager presents: 15 Hedge Fund Market Wizards trading secrets & insights in their own words
Opalesque.TV interview Part 1

jack-schwager-2

Jack Schwager's new book “Market Sense and Nonsense” – 30 years observing investment mistakes
Opalesque.TV interview Part 2

michael-wexler

Subduing the enemy: The Ins and Outs of Volatility Trading

Anthony Scaramucci

Anthony Scaramucci/SkyBridge Capital: Fund of funds & seeder, finding the next Ray Dalio, Daniel Och

joe-taussig-taussig-capital

Why have 14 blue chip hedge fund managers acquired or started reinsurers?

More related videos
Video Library
Video Location

Talkback 2 Comments

Please use the comment feature below for your feedback, or email me at knab@opalesque.com. Thank you!

Matthias Knab Posted On Dec 23 2011

Matthias -

Nice job with the video. The first half though should have been cut out. Perhaps some would be interested in the content, but I wasn't. The research on the rating was interesting though. Dr. Meier has two ratings:

Total Risk Rating = Market Risk + Liquidity + Operational Risk
So, this is a qualitative rating where the fund is charged -- it's similar to the old model, Moody's, tough due to conflicts of interest. The rating will be a tough sell due to the process being compromised by payment by the fund.

Multi-factor quant model = adjusts for auto-correlation which is good. Free rating on Dr. Meier's website.

Would love to learn more about Dr. Meier's research. Will reach out to him.

Good job, Matthias, but I think this video should have been half as long.

Joe Omansky
SkyRank System, Patent #7,536,333
www.skyranksystem.com
www.josephomansky.com




Joe Omansky Posted On Oct 14 2010

Tell us what you think - please logon to add your comments


Most viewed videos Newest Videos

jack-schwager

Jack Schwager presents: 15 Hedge
Fund Market Wizards trading secrets
& insights in their own words
Opalesque.TV interview Part 1

Danny Yong

Meet Danny Yong, Asia's rising
hedge fund titan

Ping Jiang

Dr. Ping Jiang: One of the world's
foremost macro traders
Opalesque.TV interview Part 1

Julian Robertson

Julian Robertson
Opalesque.TV interview Part 1

jim-chanos

Jim Chanos: Psychology of short
selling; China makes Europe, U.S.
debt look like child's play

Mike Novogratz

Mike Novogratz, President of
Fortress Investment Group
Opalesque.TV interview Part 1

Jeffrey W Ubben

Jeffrey Ubben: The Evolution of the
Active Value Investment Style
Opalesque.TV interview Part 1

Izzy Englander Israel A. Englander

Izzy Englander (Israel A.
Englander)
Opalesque.TV interview Part 1

Guy Spier

Guy Spier: How Value Investing has
changed -- new strategies of
successful value investors
Opalesque.TV interview Part 1

Elena Ambrosiadou

Elena Ambrosiadou
Opalesque.TV interview Part 1

Anthony Ward Armajaro

Anthony Ward, Armajaro

jack-schwager-2

Jack Schwager's new book “Market
Sense and Nonsense” – 30 years
observing investment mistakes
Opalesque.TV interview Part 2

David Gerstenhaber

Tiger Cub David Gerstenhaber: The
economist whose passion for markets
began at age 14

William Browder Bill Browder

William Browder (Bill Browder)
Opalesque.TV interview Part 1

michael-wexler

Subduing the enemy: The Ins and
Outs of Volatility Trading

patrick-wolff

Chess Grandmaster turns hedge fund
manager seeded by Peter Thiel

Anthony Scaramucci

Anthony Scaramucci/SkyBridge
Capital: Fund of funds &
seeder, finding the next Ray Dalio,
Daniel Och

Doug Barnett

Doug Barnett: The hedge fund
manager of hedge fund managers

Karsten Schroeder

Karsten Schroeder, Amplitude
Capital: Can German engineering
drive a CTA?
Opalesque.TV interview Part 1

eric-wong

A multi-family office backing prop
traders, market makers and CTAs

joe-taussig-taussig-capital

Why have 14 blue chip hedge fund
managers acquired or started
reinsurers?

Steve Diggle

Steve Diggle: Artradis Fund
Management, Singapore's largest
hedge fund
Opalesque.TV interview Part 1

Alissa Douglas

Why a family office moves assets
from mega to smaller hedge funds
& the six criteria how to
select hedge funds

Paul Hawtin

The “Twitter Hedge Fund”:
Harnessing the power of social
media for investment direction

Loic Fery

Chenavari Investment Managers: One
of Europe's top performing hedge
funds

jack-schwager-3

Schwager sums up key lessons of
Market Wizards series, starts
global search for ‘undiscovered
traders'

Frank Meyer

Frank Meyer: The skill of investing
with the right managers early on

george-schultze

George Schultze: The Art of
Vulture Investing

Total  219 video(s) Found More Videos: 1 2 3 4 5 … Next