Performance Evaluation of Hedge Funds
Title | Performance Evaluation of Hedge Funds PDF eBook |
Author | Greg N. Gregoriou |
Publisher | Beard Books |
Pages | 207 |
Release | 2003 |
Genre | Business & Economics |
ISBN | 1587982005 |
Contains incisive articles dealing with quantitative and qualitative analyses of hedge funds.
Hedge Funds
Title | Hedge Funds PDF eBook |
Author | Greg N. Gregoriou |
Publisher | John Wiley & Sons |
Pages | 487 |
Release | 2011-08-04 |
Genre | Business & Economics |
ISBN | 1118161033 |
Whether already experienced with hedge funds or just thinking about investing in them, readers need a firm understanding of this unique investment vehicle in order to achieve maximum success. Hedge Funds unites over thirty of the top practitioners and academics in the hedge fund industry to provide readers with the latest findings in this field. Their analysis deals with a variety of topics, from new methods of performance evaluation to portfolio allocation and risk/return matters. Although some of the information is technical in nature, an understanding and applicability of the results as well as theoretical developments are stressed. Filled with in-depth insight and expert advice, Hedge Funds helps readers make the most of this flexible investment vehicle.
Portfolio Performance Evaluation
Title | Portfolio Performance Evaluation PDF eBook |
Author | George O. Aragon |
Publisher | Now Publishers Inc |
Pages | 123 |
Release | 2008 |
Genre | Financial risk management |
ISBN | 1601980825 |
This paper provides a review of the methods for measuring portfolio performance and the evidence on the performance of professionally managed investment portfolios. Traditional performance measures, strongly influenced by the Capital Asset Pricing Model of Sharpe (1964), were developed prior to 1990. We discuss some of the properties and important problems associated with these measures. We then review the more recent Conditional Performance Evaluation techniques, designed to allow for expected returns and risks that may vary over time, and thus addressing one major shortcoming of the traditional measures. We also discuss weight-based performance measures and the stochastic discount factor approach. We review the evidence that these newer measures have produced on selectivity and market timing ability for professional managed investment funds. The evidence includes equity style mutual funds, pension funds, asset allocation style funds, fixed income funds and hedge funds.
Performance Evaluation of Hedge Funds
Title | Performance Evaluation of Hedge Funds PDF eBook |
Author | Bertrand Egsbaek |
Publisher | |
Pages | |
Release | 2002 |
Genre | |
ISBN |
Performance Evaluation of Hedge Funds
Title | Performance Evaluation of Hedge Funds PDF eBook |
Author | Le Zhao |
Publisher | |
Pages | 90 |
Release | 2005 |
Genre | Hedge funds |
ISBN |
Hedge Funds
Title | Hedge Funds PDF eBook |
Author | H. Kent Baker |
Publisher | Oxford University Press |
Pages | 697 |
Release | 2017-07-26 |
Genre | Business & Economics |
ISBN | 0190607386 |
Hedge Funds: Structure, Strategies, and Performance provides a synthesis of the theoretical and empirical literature on this intriguing, complex, and frequently misunderstood topic. The book dispels some common misconceptions of hedge funds, showing that they are not a monolithic asset class but pursue highly diverse strategies. Furthermore, not all hedge funds are unusually risky, excessively leveraged, invest only in illiquid asses, attempt to profit from short-term market movements, or only benefit hedge fund managers due to their high fees. Among the core issues addressed are how hedge funds are structured and how they work, hedge fund strategies, leading issues in this investment, and the latest trends and developments. The authors examine hedge funds from a range of perspectives, and from the theoretical to the practical. The book explores the background, organization, and economics of hedge funds, as well as their structure. A key part is the diverse investment strategies hedge funds follow, for example some are activists, others focusing on relative value, and all have views on managing risk. The book examines various ways to evaluate hedge fund performance, and enhances understanding of their regulatory environment. The extensive and engaging examination of these issues help the reader understands the important issues and trends facing hedge funds, as well as their future prospects.
Performance Evaluation of Hedge Funds
Title | Performance Evaluation of Hedge Funds PDF eBook |
Author | Weigang Bao |
Publisher | |
Pages | 94 |
Release | 2004 |
Genre | Hedge funds |
ISBN |