The Value of Liquidity in Constructing Hedge Fund Portfolios
- Author
- CME Group
- Published
- Tue 25 Nov 2014
- Episode Link
- https://traffic.libsyn.com/secure/cmegrouppodcast/RanjanBhaduri-liquidity-25Nov14.mp3
Ranjan Bhaduri, PhD, CFA, CAIA, Chief Research Officer, Sigma Analysis and Management, talks about the mathematics of liquidity, model risk, and the subtlety of liquidity’s value in constructing a portfolio of hedge funds.
