Investing in Hedge Funds
Author | : Turan Bali |
Publisher | : Academic Press |
Total Pages | : 186 |
Release | : 2013-06-29 |
ISBN-10 | : 9780124051690 |
ISBN-13 | : 0124051693 |
Rating | : 4/5 (90 Downloads) |
Download or read book Investing in Hedge Funds written by Turan Bali and published by Academic Press. This book was released on 2013-06-29 with total page 186 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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