This paper examines the adjustment dynamics of hedge fund returns and studies their
exposure to risk factors in a nonlinear framework for several types of strategies over the last …

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 article is the first to use quantile regression to analyze the impact of experience and
size of funds of hedge funds (FHFs) on performance. In comparison to OLS regression …

The authors survey numerous hedge fund studies related to their institutional, historical and
performance characteristics; their purpose and effectiveness in achieving balanced …

This paper analyzes long-term comovements between hedge fund strategies and traditional
asset classes using multivariate cointegration methodology. Since cointegrated assets are …

„Dieter Kaiser ist es mit dieser zweiten Auflage seines deutschsprachigen Hedgefonds-
Klassikers erneut gelungen, einen gut ausgewogenen Hedgefonds-Führer zu schreiben …

Some observers believe, for various reasons, that the existence of a so-called “sec-ondary
market”-that is, the life settlement industry-for life insurance policies may, in and ofitself, be a …

This chapter aims to determine whether diversification benefits accrue from adding
emerging market hedge funds (EMHFs) to an emerging market bond/equity portfolio, and …

This study examines the possibility of risk reduction benefits for bulk shipping sector from
diversification between 2002 and 2011 by using weekly data. Multivariate cointegration as …

Purpose–The purpose of this chapter is to present an investigation on the dynamic linkages
between global macro hedge funds and traditional financial assets of developed and …