Riskdata

If its losses had been significantly less than the fund's theoretical worst, then Riskdata concluded it had probably been lucky, and could usefully be considered a time bomb and avoided.

Some funds just lucky? 2008

However, Riskdata found that its approach reduced the proportion of time bombs from 23% to 21%, and cut out the worst-performing ones.

Some funds just lucky? 2008

Mr. Le Marois said Riskdata had found a way to identify some of the lucky managers in advance.

Some funds just lucky? 2008

Riskdata said it considers a fund a time bomb if its theoretical worst loss was twice as bad as the actual loss, or worse; or if its theoretical volatility was 2.3 times as high as actual.

Some funds just lucky? 2008

Using these characteristics, Riskdata calculated the worst loss that could have been expected from the fund before June last year.

Some funds just lucky? 2008

A study by French consultant Riskdata found that 729 of 3,216 hedge funds and funds of hedge funds, or 23%, experienced unusually heavy losses over the nine months between the start of last July and the end of March.

Some funds just lucky? 2008

Olivier Le Marois is President of Riskdata, a leading provider of risk management solutions for the global hedge fund and asset management industries.

TechWeb 2010

"A study to be published on Thursday by Riskdata, a risk management specialist, argues that Mr Madoff's returns are called into question by the bias ratio - a mathematical technique that identifies abnormalities in the distribution of a series of investment returns."

Dealbreaker 2009

"A study to be published on Thursday by Riskdata, a risk management specialist, argues that Mr Madoff's returns are called into question by the bias ratio - a mathematical technique that identifies abnormalities in the distribution of a series of investment returns."

Dealbreaker 2009

Olivier Le Marois (Riskdata) says investors have traditionally set out to build portfolios that maximise returns per unit of volatility.

the alpha and omega 2009