Investing in Hedge Funds

Investing in Hedge Funds

4.11 - 1251 ratings - Source

This book will present a comprehensive view of the risk characteristics, risk-adjusted performances, and risk exposures of various hedge fund indices. It will distinguish itself from other books and journal articles by focusing solely on hedge fund indices and emphasizing tail risk as a predictor of hedge fund index returns. The three chapters in this short book have not been previously published. Presents new insights about the investability and performance measurement of an investora€™s final portfolio Uses most recently developed investable hedge fund indexes to revise previous analyses of indexes Focuses on 14 distinct types of hedge fund indices with daily data from January 1994 to December 201148 The term a€œhedge funda€ cannot be described by referring to a representative hedge fund since a representative ... Hedge Fund Research presents returns for a larger number of strategy indices compared to Dow Jones Credit Suisse andanbsp;...

Title:Investing in Hedge Funds
Author:Turan Bali, Yigit Atilgan, Ozgur Demirtas
Publisher:Academic Press - 2013-06-29


You Must CONTINUE and create a free account to access unlimited downloads & streaming