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Investing in Hedge Funds : A Guide to Measuring Risk and Return Characteristics

by ; ;
ISBN13:

9780124047310

ISBN10:
0124047319
Format:
Paperback
Pub. Date:
7/5/2013
Publisher(s):
Academic Pr
List Price: $39.95

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What version or edition is this?
This is the edition with a publication date of 7/5/2013.
What is included with this book?
  • The New copy of this book will include any supplemental materials advertised. Please check the title of the book to determine if it should include any CDs, lab manuals, study guides, etc.
  • The eBook copy of this book is not guaranteed to include any supplemental materials. Typically only the book itself is included.

Summary

This book will present a comprehensive view of the risk characteristics, risk-adjusted performances, and risk exposures of various hedge fund indices. It will distinguish itself from other books and journal articles by focusing solely on hedge fund indices and emphasizing tail risk as a predictor of hedge fund index returns. The three chapters in this short book have not been previously published. Presents new insights about the investability and performance measurement of an investor's final portfolio Uses most recently developed investable hedge fund indexes to revise previous analyses of indexes Focuses on 14 distinct types of hedge fund indices with daily data from January 1994 to December 2011


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