Skip to main content

Main menu

  • Home
  • Current Issue
  • Past Issues
  • Videos
  • PA Reports
  • Submit an article
  • More
    • About JAI
    • Editorial Board
    • Published Ahead of Print (PAP)
    • CAIA Member Login
  • IPR Logo
  • About Us
  • Journals
  • Publish
  • Advertise
  • Videos
  • Webinars
  • More
    • Awards
    • Article Licensing
    • Academic Use
  • LinkedIn
  • Twitter

User menu

  • Sample our Content
  • Request a Demo
  • Log in

Search

  • ADVANCED SEARCH: Discover more content by journal, author or time frame
The Journal of Alternative Investments
  • IPR Logo
  • About Us
  • Journals
  • Publish
  • Advertise
  • Videos
  • Webinars
  • More
    • Awards
    • Article Licensing
    • Academic Use
  • Sample our Content
  • Request a Demo
  • Log in
The Journal of Alternative Investments

The Journal of Alternative Investments

ADVANCED SEARCH: Discover more content by journal, author or time frame

  • Home
  • Current Issue
  • Past Issues
  • Videos
  • PA Reports
  • Submit an article
  • More
    • About JAI
    • Editorial Board
    • Published Ahead of Print (PAP)
    • CAIA Member Login
  • LinkedIn
  • Twitter
Primary Article

Standard & Poor's Hedge Fund Index

Structure, Methodology, Definitions, and Practices

Sandeep A. Patel, Peter A. Roffman and Jacqueline Meziani
The Journal of Alternative Investments Fall 2003, 6 (2) 59-82; DOI: https://doi.org/10.3905/jai.2003.319092
Sandeep A. Patel
A managing director
  • Find this author on Google Scholar
  • Find this author on PubMed
  • Search for this author on this site
Peter A. Roffman
A vice president
  • Find this author on Google Scholar
  • Find this author on PubMed
  • Search for this author on this site
Jacqueline Meziani
A director at Standard & Poor's in New York, NY
  • Find this author on Google Scholar
  • Find this author on PubMed
  • Search for this author on this site
  • Article
  • Info & Metrics
  • PDF (Subscribers Only)
Loading

Abstract

In this case study, the authors provide a structural overview of the S&P Hedge Fund Index. Among the characteristics they explore are its reliability and timeliness in reporting numbers and transparency of rules. The extensive due diligence process that involves the verification of management experience, investment policy, risk management policy, and operational capabilities is discussed. They also discuss techniques used for fund selection such as stratified sampling and bootstrap simulation, which lead to the conclusion that a portfolio of 30 to 40 hedge funds represents the risk/return characteristics of broader portfolios of hedge funds.

  • © 2003 Pageant Media Ltd

Don’t have access? Click here to request a demo

Alternatively, Call a member of the team to discuss membership options

US and Overseas: +1 646-931-9045

UK: 0207 139 1600

Log in using your username and password

Forgot your user name or password?
PreviousNext
Back to top

Explore our content to discover more relevant research

  • By topic
  • Across journals
  • From the experts
  • Monthly highlights
  • Special collections

In this issue

The Journal of Alternative Investments
Vol. 6, Issue 2
Fall 2003
  • Table of Contents
  • Index by author
Download PDF
Article Alerts
Sign In to Email Alerts with your Email Address
Email Article

Thank you for your interest in spreading the word on The Journal of Alternative Investments.

NOTE: We only request your email address so that the person you are recommending the page to knows that you wanted them to see it, and that it is not junk mail. We do not capture any email address.

Enter multiple addresses on separate lines or separate them with commas.
Standard & Poor's Hedge Fund Index
(Your Name) has sent you a message from The Journal of Alternative Investments
(Your Name) thought you would like to see the The Journal of Alternative Investments web site.
CAPTCHA
This question is for testing whether or not you are a human visitor and to prevent automated spam submissions.
Citation Tools
Standard & Poor's Hedge Fund Index
Sandeep A. Patel, Peter A. Roffman, Jacqueline Meziani
The Journal of Alternative Investments Sep 2003, 6 (2) 59-82; DOI: 10.3905/jai.2003.319092

Citation Manager Formats

  • BibTeX
  • Bookends
  • EasyBib
  • EndNote (tagged)
  • EndNote 8 (xml)
  • Medlars
  • Mendeley
  • Papers
  • RefWorks Tagged
  • Ref Manager
  • RIS
  • Zotero
Save To My Folders
Share
Standard & Poor's Hedge Fund Index
Sandeep A. Patel, Peter A. Roffman, Jacqueline Meziani
The Journal of Alternative Investments Sep 2003, 6 (2) 59-82; DOI: 10.3905/jai.2003.319092
del.icio.us logo Digg logo Reddit logo Twitter logo Facebook logo Google logo LinkedIn logo Mendeley logo
Tweet Widget Facebook Like LinkedIn logo

Jump to section

  • Article
  • Info & Metrics
  • PDF (Subscribers Only)
  • PDF (Subscribers Only)

Similar Articles

Cited By...

  • No citing articles found.
  • Google Scholar

More in this TOC Section

  • Factor Modeling and Benchmarking of Hedge Funds
  • Currency Management Style through the Ages
  • Timber as an Institutional Investment
Show more Primary Article
LONDON
One London Wall, London, EC2Y 5EA
United Kingdom
+44 207 13 1600
 
NEW YORK
41 Madison Avenue, 20th Floor, New York, NY 10010
USA
+1 646 931 9045
pm-research@pageantmedia.com
 

Stay Connected

  • LinkedIn
  • Twitter

MORE FROM PMR

  • Home
  • Awards
  • Investment Guides
  • Videos
  • About PMR

INFORMATION FOR

  • Academics
  • Agents
  • Authors
  • Content Usage Terms

GET INVOLVED

  • Advertise
  • Publish
  • Article Licensing
  • Contact Us
  • Subscribe Now
  • Log In
  • Update your profile
  • Give us your feedback

© 2022 Pageant Media Ltd | All Rights Reserved | ISSN: 1520-3255 | E-ISSN: 2168-8435

  • Site Map
  • Terms & Conditions
  • Privacy Policy
  • Cookies