An Alternative Richter Scale
| Apr 27th, 2010 | Filed under: Hedge Fund Industry Trends, Today's Post | By: Alpha Male |
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Regular readers and those holding the CAIA designation know the name Alexander Ineichen. Ineichen has applied his unique brand of wit and irreverence to making sense of the financial crisis (see his 3-part short story The Ineichen Dialogues on AllAboutAlpha.com) and before that to his book Asymmetric Returns (see post) and other research papers (see posts here and here). If you have a CAIA charter hanging somewhere in your office, check out the signatures. Ineichen is a board member.
Last week the prolific commentator published an 80 page paper called “Absolute Returns Revisited.“ Clearly, he felt that recent tectonic shifts, including the pronounced lack of “absolute returns” in 2008, required him to revisit the basic premise of hedge funds and alternative investments (and, it turns out, to propose an “alternative Richter Scale for measuring them.)
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[...] A new Ineichen paper revisiting “absolute returns.” (All About Alpha) [...]
[...] *Incheichen, Alexander, Joe Taussig and Henrik de Koning, “Absolute returns revisited,” Ineichen Research and Management, 2010. via All About Alpha [...]
[...] *Incheichen, Alexander, Joe Taussig and Henrik de Koning, “Absolute returns revisited,” Ineichen Research and Management, 2010. via All About Alpha [...]