[BOOK][B] Hedge funds: quantitative insights
FS Lhabitant - 2009 - books.google.com
" An excellent and comprehensive source of information on hedge funds! From a quantitative
view Lhabitant has done it once again by meticulously looking at the important topics in the …
view Lhabitant has done it once again by meticulously looking at the important topics in the …
[HTML][HTML] Fund of hedge funds portfolio selection: A multiple-objective approach
RJ Davies, HM Kat, S Lu - Journal of Derivatives & Hedge Funds, 2009 - Springer
This paper develops a technique for fund of hedge funds to allocate capital across different
hedge fund strategies and traditional asset classes. Our adaptation of the polynomial goal …
hedge fund strategies and traditional asset classes. Our adaptation of the polynomial goal …
[PDF][PDF] 10 things that investors should know about hedge funds
HM Kat - The Journal of wealth management, 2003 - Citeseer
• Most databases are of relatively low quality as most data vendors simply pass on the data
supplied by the fund managers and their administrators without any independent …
supplied by the fund managers and their administrators without any independent …
On the performance of alternative investments: CTAs, hedge funds, and Funds-of-Funds
B Liang - Hedge Funds, and Funds-of-Funds (April 2003), 2003 - papers.ssrn.com
In this paper, we study alternative investment vehicles such as hedge funds, funds-of-funds,
and commodity trading advisors (CTAs) by investigating their performance, risk, and fund …
and commodity trading advisors (CTAs) by investigating their performance, risk, and fund …
Structure and management of syndicated venture capital investments
The structuring and management of British VC investments are explored in this article. The
involvement of syndicate partners, the interaction between syndicate partners and investees …
involvement of syndicate partners, the interaction between syndicate partners and investees …
Evaluating hedge fund performance
H Fund - 2006 - Wiley Online Library
Alfred Winslow Jones started a hedge fund in 1949, pioneering the con-cept and strategy of
using hedges to protect his portfolios against market declines. Though hugely successful …
using hedges to protect his portfolios against market declines. Though hugely successful …
[HTML][HTML] Hedge funds: A summary of the literature
GN Gregoriou, NE Duffy - Pensions: An International Journal, 2006 - Springer
The authors survey numerous hedge fund studies related to their institutional, historical and
performance characteristics; their purpose and effectiveness in achieving balanced …
performance characteristics; their purpose and effectiveness in achieving balanced …
[BOOK][B] Performance evaluation of hedge funds
GN Gregoriou, F Rouah, K Sedzro - 2003 - books.google.com
The idea for this book came about when we realized that a collection of articles dealing with
quantitative and qualitative analyses of hedge funds could be a useful addition to current …
quantitative and qualitative analyses of hedge funds could be a useful addition to current …
[HTML][HTML] Türkiye'de Kurulan Serbest Yatırım Fonlarının Performans Değerlendirmesi
YE Direkci, İH Ekşi - … Osmangazi Üniversitesi İktisadi ve İdari Bilimler …, 2019 - dergipark.org.tr
Bu çalışmanın amacı Türkiye'de faaliyet gösteren serbest yatırım fonlarının performanslarını
değerlendirmektir. Çalışmada, Türk finans piyasası için oldukça yeni bir kavram olan serbest …
değerlendirmektir. Çalışmada, Türk finans piyasası için oldukça yeni bir kavram olan serbest …
Distributional characteristics of funds of hedge funds returns
E Hutson, M Lynch, M Stevenson - Funds of hedge funds, 2006 - Elsevier
Publisher Summary This chapter examines the return distributions of 332 funds of hedge
funds (FOFs) and associated indexes, almost all of which exhibit excess kurtosis. Over half …
funds (FOFs) and associated indexes, almost all of which exhibit excess kurtosis. Over half …