सभी किताबें

पेशेवर

ऐप्स परिचय Coach लॉग इन पढ़ना शुरू करें

Quantitative Finance · शब्दावली

Netting risk क्या है?

Definition 3.4 The Desk and the Firm · अध्याय 3 — The Multi-Manager Platform

A multi-manager fund’s netting risk is the cost to its investors of paying each team a share of its own profit without netting it against other teams’ losses: the difference between the sum of the teams’ payouts and the same payout rate applied to the fund’s total profit.

The cost of paying each team on its own profit, beyond the same 20% rate on the fund’s total, as a share of gross profit, against the pods’ Sharpe ratio: the closed form without carry-forward, and the chapter’s platform, fifty pods correlated at 0.1, twenty years, twenty seeds. Data: fm_platform.netting_vs_sr.
Figure 3.3. The cost of paying each team on its own profit, beyond the same 20% rate on the fund’s total, as a share of gross profit, against the pods’ Sharpe ratio: the closed form without carry-forward, and the chapter’s platform, fifty pods correlated at 0.1, twenty years, twenty seeds. Data: fm_platform.netting_vs_sr.
अध्याय में पढ़ें →

संबंधित पद