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On the Problem of the Hedgeless Hedgefunds of Sleepy Hollow: An Evolutionary Stable Solution in an Open Letter to Kenneth Griffin

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Author Info
Funk, Matt

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Abstract

This discourse explores and illuminates a fundamental problem, the Achilles' heel, which dominates the hedgefund industry: namely, that hedgefunds no are not positioned to accomplish what they were designed to do: namely, hedge against catastrophic loss in the financial markets. Contemporary fund strategies where built upon random-walk, efficient market theories which are now well-known to be false, thus our present dilemma. This discourse tables the Evolutionary Stable Strategy, for prospective hedgefund investors which, essentially, follows the dominant strategy outlined by Smith in 1776. Our discourse also highlights the dimly recognized difference between internal and external financial shocks, as well as several key points regarding economic methodology.

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File URL: http://mpra.ub.uni-muenchen.de/14487/
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Publisher Info
Paper provided by University Library of Munich, Germany in its series MPRA Paper with number 14487.

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Date of creation: 01 Apr 2009
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Handle: RePEc:pra:mprapa:14487

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Related research
Keywords: hedgefunds; evolutionary stable strategy; problem of induction; kenneth griffin; george soros; karl popper; clive granger; adam smith; ted turner; catastrophic risk; external shocks; internal shocks; citadel investments; hawaii; rangelands; ranch economics; david hume;

Find related papers by JEL classification:
F02 - International Economics - - General - - - International Economic Order; Noneconomic International Organizations;; Economic Integration and Globalization: General
Z10 - Other Special Topics - - Cultural Economics - - - General
H56 - Public Economics - - National Government Expenditures and Related Policies - - - National Security and War

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This page was last updated on 2009-12-5.


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