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 …
[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 …
Investing in hedge funds: Risks, returns and performance measurement
Hedge funds are collective investment vehicles that are often established with a special
legal status that allows their investment managers a free hand to use derivatives, short sell …
legal status that allows their investment managers a free hand to use derivatives, short sell …
[PDF][PDF] Hedge funds
GN Gregoriou, G Hübner, N Papageorgiou… - Insights in performance …, 2005 - nzdr.ru
The idea for this book came about when we realized that our book on Commodity Trading
Advisors (CTAs) was so well received. We decided that a hedge fund reader with new …
Advisors (CTAs) was so well received. We decided that a hedge fund reader with new …
[CITATION][C] Performance evaluation of funds of hedge funds using conditional alphas and betas
GN Gregoriou - Journal of Derivatives & Hedge Funds, 2003 - Palgrave Macmillan
Predictability of fund of hedge fund returns using DynaPorte
GN Gregoriou, F Rouah - Linear Factor Models in Finance, 2005 - Elsevier
Publisher Summary This chapter utilizes a linear factor model to regress various funds of
hedge fund (FOF) indices on macroeconomic variables and market factors. The goal is …
hedge fund (FOF) indices on macroeconomic variables and market factors. The goal is …
[PDF][PDF] Institutional or Institutionalized-Are Hedge Funds Crazy?
PL NBF - 2002 - Citeseer
The Institutionalization of Hedge Funds Page 1 The Park Avenue Tower, 65 East 55th Street,
New York, NY 10022 Tel: 212 546 7500 Fax: 212 644 2271 www.PutnamLovellNBF.com …
New York, NY 10022 Tel: 212 546 7500 Fax: 212 644 2271 www.PutnamLovellNBF.com …
[PDF][PDF] Investing in Hedge Funds: Risks, Returns and Performance Measurement.(2004). Research Collection Lee Kong Chian School Of Business
Hedge funds are collective investment vehicles that are often established with a special
legal status that allows their investment managers a free hand to use derivatives, short sell …
legal status that allows their investment managers a free hand to use derivatives, short sell …
[CITATION][C] FONDS DE FONDS SPÉCULATIFS, FLAIR SÉLECTIF ET OPPORTUNISME DÉCISIONNEL
GN Gregoriou, G Charest