Investing in hedge funds : a guide to measuring risk and return characteristics /
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...
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| Other Authors: | , |
| Format: | eBook |
| Language: | English |
| Language Notes: | English. |
| Published: |
Amsterdam ; Boston :
Elsevier/Academic Press,
2013.
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| Online Access: | Connect to the full text of this electronic book |
| 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 indexe. |
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| Physical Description: | 1 online resource |
| Bibliography: | Includes bibliographical references. |
| ISBN: | 9780124051690 0124051693 9780124047310 0124047319 1299712061 9781299712065 |