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Mohsen Mazaheri

Independent

SCHOLARLY PAPERS

18

DOWNLOADS
Rank 18,530

SSRN RANKINGS

Top 18,530

in Total Papers Downloads

6,591

TOTAL CITATIONS
Rank 48,564

SSRN RANKINGS

Top 48,564

in Total Papers Citations

24

Scholarly Papers (18)

1.

Hedge Fund Risk Management: An Overview

Number of pages: 13 Posted: 15 Sep 2008 Last Revised: 22 Jun 2016
Mohsen Mazaheri
Independent
Downloads 1,580 (29,026)
Citation 5

Abstract:

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Hedge Fund, Risk Management, Process and Function

2.

Risk Budgeting Using Expected Shortfall (CVaR)

Number of pages: 9 Posted: 24 Jun 2008 Last Revised: 26 Aug 2015
Mohsen Mazaheri
Independent
Downloads 1,278 (39,784)
Citation 5

Abstract:

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CVaR, Risk Budgeting, Expected Shortfall, ETL, Fat Tails

3.

Budgeting of VaR Limits to Businesses or Trading Desks

Number of pages: 3 Posted: 03 Sep 2010 Last Revised: 26 Aug 2015
Mohsen Mazaheri
Independent
Downloads 634 (104,153)

Abstract:

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VaR Limits, VaR, Risk Budgeting

4.

Strategic Hedge Fund of Fund Portfolio Construction

Number of pages: 18 Posted: 15 Sep 2008
Mohsen Mazaheri
Independent
Downloads 455 (157,424)
Citation 1

Abstract:

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Hedge Fund, Fund of Fund, Risk Budgeting, Strategic Allocation, Regime Switching

5.

Portfolio Construction Using Risk Parity

Number of pages: 8 Posted: 28 Aug 2015
Mohsen Mazaheri
Independent
Downloads 369 (200,763)
Citation 1

Abstract:

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Risk Budgeting, Risk Parity

6.

Fundamental Equity Long Short Hedge Funds and Understanding Performance

Number of pages: 11 Posted: 07 Feb 2020
Mohsen Mazaheri
Independent
Downloads 301 (251,365)

Abstract:

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hedge funds, equity long/short, risk management, portfolio management

7.

Derivative Strategies in Risk Arbitrage

Number of pages: 4 Posted: 19 Jun 2011 Last Revised: 26 Apr 2018
Mohsen Mazaheri
Independent
Downloads 280 (271,230)
Citation 1

Abstract:

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8.

Hedge Fund Investing: Identification of Potential 'Blow-Up' Managers

Number of pages: 12 Posted: 01 Oct 2008 Last Revised: 01 Jul 2010
Mohsen Mazaheri
Independent
Downloads 264 (288,370)
Citation 3

Abstract:

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Hedge Fund, Drawdown, Due Dilegence, Investing

9.

Allocation of Portfolio Overlay Hedges to Business Units

Number of pages: 4 Posted: 29 Sep 2008 Last Revised: 23 Oct 2008
Mohsen Mazaheri
Independent
Downloads 226 (337,699)
Citation 2

Abstract:

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Risk Budgeting, hedging, VaR, CVaR

10.

Systematic Hedge Fund Risk Management: An Overview

Number of pages: 9 Posted: 07 Aug 2019 Last Revised: 17 Aug 2019
Mohsen Mazaheri
Independent
Downloads 224 (340,701)
Citation 2

Abstract:

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hedge fund, systematic strategies, risk management

11.

Hedging of Tails of Diversified Portfolios: A Scenario Based Approach

Number of pages: 5 Posted: 08 Nov 2013
Mohsen Mazaheri
Independent
Downloads 200 (382,358)

Abstract:

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tail risk, hedging, scenario analysis

12.

Private Equity Fund Risk Management: An Overview

Number of pages: 5 Posted: 20 Aug 2019 Last Revised: 06 Sep 2019
Mohsen Mazaheri
Independent
Downloads 185 (409,459)
Citation 1

Abstract:

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private equity, risk management

13.

Global Convexity and Investing

Number of pages: 4 Posted: 09 Mar 2017 Last Revised: 26 Jun 2017
Mohsen Mazaheri
Independent
Downloads 159 (469,621)
Citation 1

Abstract:

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risk management, hedge funds, investing, portfolio construction

14.

Analysis of Carry Trades

Number of pages: 9 Posted: 14 May 2018
Mohsen Mazaheri
Independent
Downloads 108 (649,907)

Abstract:

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hedge funds, carry, hedge fund risk analysis, portfolio construction

15.

Value Added Risk Management

Number of pages: 6 Posted: 11 Dec 2019
Mohsen Mazaheri
Independent
Downloads 103 (674,591)

Abstract:

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risk management, hedge funds, investment banks

16.

Investment Bank Capital Allocation Process

Number of pages: 6 Posted: 17 Jun 2019
Mohsen Mazaheri
Independent
Downloads 80 (803,225)
Citation 1

Abstract:

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investment bank, hedge fund, capital allocation

17.

Constructing Strangles Using Linear Tradeable Factors with Applications to Stress Markets

Number of pages: 5 Posted: 17 Apr 2020
Mohsen Mazaheri
Independent
Downloads 74 (844,901)

Abstract:

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hedge funds, portfolio construction, convexity, synthetic options, convexity

18.

Hedge Fund Investment Management

Number of pages: 10 Posted: 02 Nov 2018
Mohsen Mazaheri
Independent
Downloads 71 (867,774)
Citation 1

Abstract:

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hedge fund, risk management, portfolio, construction investment