Funds of Hedge Funds: Performance, Assessment, Diversification, and Statistical Properties

Funds of Hedge Funds Performance Assessment Diversification and Statistical Properties With about billion in assets funds of hedge funds are the most recent darling of investors While hedge funds carry high risk for the promise of high returns they are designed for the very rich an
  • Title: Funds of Hedge Funds: Performance, Assessment, Diversification, and Statistical Properties
  • Author: Greg N. Gregoriou
  • ISBN: 9780750679848
  • Page: 102
  • Format: Hardcover
  • Funds of Hedge Funds: Performance, Assessment, Diversification, and Statistical Properties
    With about 450 billion in assets, funds of hedge funds are the most recent darling of investors While hedge funds carry high risk for the promise of high returns they are designed for the very rich and for large institutional investors such as pension funds A Fund of Hedge Funds FOF spreads investments among a number of hedge funds to reduce risk and provide diversifiWith about 450 billion in assets, funds of hedge funds are the most recent darling of investors While hedge funds carry high risk for the promise of high returns they are designed for the very rich and for large institutional investors such as pension funds A Fund of Hedge Funds FOF spreads investments among a number of hedge funds to reduce risk and provide diversification, while maintaining the potential for higher than average returns Odds are that some pension fund of yours is invested heavily in these products, and recently these FOFs have been opened to and individual investors in offshore jurisdictions with lower minimum entry levels Since this is a new and extremely fast moving financial phenomenon, academic research has just begun in earnest, and this is the first book to present rigorous academic research by some of the leading lights in academic finance, carefully analyzing the broad array of issues involved in FOFs With over 450 billion in assets, hedge funds of funds are the darling of investors First book to present rigorous academic research about funds of funds Leading lights in academic finance from around the world analyze the broad array of issues involved in funds of funds
    Funds of Hedge Funds: Performance, Assessment, Diversification, and Statistical Properties By Greg N. Gregoriou,
    • [PDF] ✓ Funds of Hedge Funds: Performance, Assessment, Diversification, and Statistical Properties | By ☆ Greg N. Gregoriou
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      Published :2020-04-03T03:06:06+00:00

    About " Greg N. Gregoriou "

  • Greg N. Gregoriou

    Greg N. Gregoriou Is a well-known author, some of his books are a fascination for readers like in the Funds of Hedge Funds: Performance, Assessment, Diversification, and Statistical Properties book, this is one of the most wanted Greg N. Gregoriou author readers around the world.

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  • Chapter highlights 1 Use several methods for computing Alpha, and optimize based on the ranking Rankings are robust than actual estimates 2 Performance persistence in Hedge Fund of Funds It exists, but mainly on the volatility sharpe ratio.3 Judge manager performance based on the Kat return distribution method Kat 2005 appears to have a method which replicates higher moment of the distribution, as well as correlation to a broad reference index.


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