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The Journal of Alternative Investments

The Journal of Alternative Investments

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Who Invested with Madoff? A Flash Analysis of Funds of Funds

George A Martin
The Journal of Alternative Investments Summer 2009, 12 (1) 75-85; DOI: https://doi.org/10.3905/JAI.2009.12.1.075
George A Martin
is an associate director at Center for International Securities and Derivatives Markets (CISDM), Isenberg School of Management, University of Massachusetts and president at Symplectic Partners LLC in Amherst, MA.
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Article Information

vol. 12 no. 1 75-85
DOI 
https://doi.org/10.3905/JAI.2009.12.1.075

Published By 
Pageant Media Ltd
Print ISSN 
1520-3255
Online ISSN 
2168-8435
History 
  • Published online June 30, 2009.

Copyright & Usage 
© 2009 Pageant Media Ltd

Author Information

  1. George A Martin
    1. is an associate director at Center for International Securities and Derivatives Markets (CISDM), Isenberg School of Management, University of Massachusetts and president at Symplectic Partners LLC in Amherst, MA. (martin{at}symplecticllc.com)
  1. To order reprints of this article, please contact Dewey Palmieri at dpalmieri{at}iijournals.com or 212-224-3675.
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The Journal of Alternative Investments
Vol. 12, Issue 1
Summer 2009
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Who Invested with Madoff? A Flash Analysis of Funds of Funds
George A Martin
The Journal of Alternative Investments Jun 2009, 12 (1) 75-85; DOI: 10.3905/JAI.2009.12.1.075

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Who Invested with Madoff? A Flash Analysis of Funds of Funds
George A Martin
The Journal of Alternative Investments Jun 2009, 12 (1) 75-85; DOI: 10.3905/JAI.2009.12.1.075
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  • Article
    • Abstract
    • DATA AND METHODOLOGY
    • CHARACTERISTICS OF FUNDS OF FUNDS UNIVERSE AND FUNDS OF FUNDS INVESTING IN MADOFF
    • ECONOMETRIC MODEL OF CHOICE TO TAKE ON MADOFF EXPOSURE
    • EXPLAINING NON-REPORTING BY FOFS
    • CONCLUSION
    • ENDNOTES
    • REFERENCES
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