Ezra Zask Advisors leverages our more than 25 years of hedge fund and asset management industry experience to provide customized solutions and in-depth analysis for investors
We have extensive experience in providing in-depth analysis and customized solutions in investment management and risk management. We have managed fund of funds and advised institutional and HNW individuals on the following issues:
Manager Selection and Due Diligence
Portfolio Construction and Asset Allocation including hedge funds, traditional assets and liquid alternative investments
- Manager Selection is crucial for hedge funds and liquid alternative investments which exhibit far more dispersion in realized risk-return, correlations and factor exposures.
- Extensive experience in conducting operational due diligence for hedge funds.
Quantitative and Qualitative analysis of the drivers of fund and portfolio performance using factor and correlation analysis
- Customized portfolio solutions to construct sub-portfolios of alternative assets and integrate these assets into investor portfolios
Risk management using factor analysis, stress and scenario analysis and value-at-risk measures
- Portfolio analytics help to decompose realized returns and delineate between value adding and value detracting manager/asset allocations
Analysis of hedge fund strategies in light of macro-economic and sector forecasts
- Comprehensive risk management assessment driven by rigorous analytics
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- Extensive experience in evaluating hedge fund trading strategies such as equity long short, global macro discretionary, corporate event driven and managed futures.
Ezra Zask has authored numerous journal articles and professional whitepapers on a range of topics, from hedge fund valuation to currency risk management.
- Global Macro July Strategy Commentary
- Understanding the ISDAfix Controversy and Its Potential Impact, July 2013
- A Methodology for Hedge Fund Valuation, March 2013
- The Libor Scandal and Its Effects Explained, March 2013
- Asset Allocation Within a Fund of Hedge Funds, Alternative Investment Quarterly, Fourth Quarter 2005
- Book Review of All About Hedge Funds by Robert Jaeger, Journal of Alternative Investments, Summer 2003
- Hedge Funds: An Industry Overview, Journal of Alternative Investments, Winter 2000
- Hedge Funds: A Methodology for Hedge Fund Valuation, Journal of Alternative Investments, Winter 2000
- Know Thy Risk, Bloomberg Hedge Funds, June 1999
- The Use of Analytics, Gary Klopfenstein (ed.), FX: Managing Global Currency Risk, Chicago: Glenlake, 1997
- Currency Risk Management, A.W. Gitlin (ed.), Strategic Currency Investing, Chicago: Probus Publishing, 1993