We analyze, and compare, performance and performance persistence of Socially
Responsible Investment (SRI) funds in Europe and North America. We use a broad sample …

This study analyzes the market-timing skills of Socially Responsible Investment (SRI) fund
managers based in North America (US & Canada) and Europe. We use a broad sample of …

The purpose of this book is to present the principles of alternative investments in
management. The individual chapters provide a detailed analysis of various classes of …

This paper investigates how mutual funds performed in Japan before and after the 2008
outburst of the global financial crisis, that is during the extension of an extraordinary …

This chapter provides a comprehensive explanation of hedge fund replication. This chapter
first reviews the characteristics of hedge fund returns. Then, the emergence of hedge fund …

This article researches two issues that are related to the hedge fund industry. The first is the
statistical methodology used in the evaluation and prediction of hedge fund performance. As …

In the original Markowitz model for portfolio optimization the risk is measured by the
variance. Several polyhedral risk measures have been introduced leading to Linear …

This chapter examines performance persistence of Socially Responsible Investment (SRI)
funds in the Asia Pacific. Performance persistence is the ability of funds to maintain their …

On the tracking and replication of hedge fund optimal investment portfolio strategies in
global The hedge fund represents a unique investment opportunity for the institutional and …

We analyze the risk and return characteristics of C anadian hedge funds based on a
comprehensive database we compiled. We find that C anadian hedge funds have higher …