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BlackRock’s Rosenberg on Systematic Multi-Strat: Credit Crunch

FICC Focus

CHAPTER

Exploring the Multistrat Hedge Fund Landscape: Risk, Strategy, and Optimization

This chapter explores the rise and benefits of multistrat hedge funds, focusing on systematic portfolio risk management and the use of uncorrelated strategies. It emphasizes the role of mathematical principles in diversification and strategy engineering to enhance alpha while mitigating risk.

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