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Investing in Hedge Funds
A Guide to Measuring Risk and Return Characteristics
Investigates the risk and return characteristics of 14 hedge fund indices, emphasizing tail risk as a predictor of returns
Turan Bali (Author), Yigit Atilgan (Author), Ozgur Demirtas (Author)
9780124047310
Paperback, published 8 July 2013
186 pages
22.9 x 15.1 x 1.3 cm, 0.28 kg
"...a very intuitive and comprehensive introduction to hedge funds. I consider this to be an excellent book for students interested in alternative investments, practitioners dealing with hedge funds as clients, and investors seeking to investigate the past performance of hedge fund indices." --Financial Markets and Portfolio Management "Bali,…Atilgan,…and Demirtas…present an overview of how hedge funds have performed over the past 20 years. They discuss present risk and return characteristics for a wide range of hedge fund indices; fund databases and their biases; changes in performance in the recent global financial crisis; and linkages between index returns and macroeconomic factors." --Reference & Research Book News, December 2013
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.
1. Introduction2. Hedge fund strategies3. Hedge Fund Databases, Biases and Indices4. Risk-Adjusted Performances of Hedge Fund Indices5. Determinants of Hedge Fund Index Returns
Subject Areas: Commodities [KFFM1], Investment & securities [KFFM], Banking [KFFK]
