A Conditional Approach to Hedge Fund Risk

Florent Pochon; Jérôme Teïletche

doi:10.3905/jai.2006.640267

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A Conditional Approach to Hedge Fund Risk

Florent Pochon and Jérôme Teïletche

The Journal of Alternative Investments Summer 2006, 9 (1) 64-77; DOI: https://doi.org/10.3905/jai.2006.640267

Florent Pochon

A senior quantitative analyst at IXIS Corporate and Investment Bank in Paris, France.

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For correspondence: fpochon@ixis-cib.com

Jérôme Teïletche

A senior quantitative analyst at IXIS Corporate and Investment Bank in Paris. He is also a visiting Professor of Finance at Bordeaux University, France.

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For correspondence: jteiletche@ixis-cib.com

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The Journal of Alternative Investments

Vol. 9, Issue 1

Summer 2006

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A Conditional Approach to Hedge Fund Risk