Luis Figueroa speaks with Szabolcs Blazsek in regards to his contribution on the book, Reconsidering Funds of Hedge Funds: The Financial Crisis and Best Practices in UCITS, Tail Risk, Performance and Due Diligence, by Greg N. Gregoriou. He discusses the main topics that this book covers, specifically the chapter he contributed with. Blazsek explains that funds of hedge funds are those which invest in different hedge funds to spread the risks and also talks about how they were affected during the 2008 financial crisis in the United States. Based on his writings, Blazsek comments on his findings on the behavior of these financial tools using certain econometric models and shares some of the work he is currently doing, based on these ideas.
Szabolcs Blazsek is professor of Finance and Econometrics at the School…
11 de septiembre de 2009
27 de junio de 2007
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Universidad Francisco Marroquín