The issue of performance measurement in the hedge fund industry has led to literature that
is both abundant and controversial. The explanation for this complexity lies in the particular …

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 …

The term 'hedge fund'defines heterogeneous types of financial instruments that are
characterized by lower restrictions being applied to the fund manager in the investment …

Funds of hedge funds (FoHFs) are funds that invest in hedge funds with various styles while
constantly monitoring their performance and assessing portfoliorebalancing opportunities as …

The purpose of the thesis has been to explore the use of hedge fund styles when
constructing portfolios of hedge funds (ie funds of hedge funds). The central question is if the …

The standard approach to the evaluation of funds assumes a normal return distribution and
uses the variance as a measure of the funds risk. A few characteristics of hedge funds, such …

In recent years, portfolio management within a large universe of hedge funds has become a
key area of research. In this thesis, the author proposes a strictly quantitative hedge fund …

The purpose of this paper is to extend the capital asset pricing models in the downside risk
framework to hedge funds universe in order to take into account the asymmetry of returns of …

Det grunnleggende formålet med denne masteroppgaven er å analysere risikojustert
avkastning til hedgefond, samt analysere og sammenligne prestasjonene deres opp mot …