EDHEC: Inferences about the Amaranth Case and the Emerging Maturity of the Hedge Fund Industry
The Amaranth case is surprising in many ways. It is definitely a surprise that a well-respected multi-strategy hedge fund could lose about $6-billion in little over a week. It is perhaps an even greater surprise that such a loss would have little knock-on effects on the hedge fund industry and the wider capital markets.
On October 2nd, the EDHEC Risk and Asset Management Research Centre (EDHEC-Risk) released a report on the early lessons from the Amaranth debacle. This column will summarize
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