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Prof. Dr. Peter Meier unveils science-based total risk rating of hedge funds
Oct 13 20102 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 this Opalesque CAMPUS video, Professor Meier unveils a new total risk rating of hedge funds based on scientific standards.
He also speaks about size, impact and developments of the Swiss Fund of Funds, which collectively control 30% of all global hedge fund of funds assets, and the growing universe of Swiss based single hedge fund managers. [less]
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.
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