" An excellent and comprehensive source of information on hedge funds! From a quantitative
view Lhabitant has done it once again by meticulously looking at the important topics in the …

This paper develops a technique for fund of hedge funds to allocate capital across different
hedge fund strategies and traditional asset classes. Our adaptation of the polynomial goal …

• Most databases are of relatively low quality as most data vendors simply pass on the data
supplied by the fund managers and their administrators without any independent …

In this paper, we study alternative investment vehicles such as hedge funds, funds-of-funds,
and commodity trading advisors (CTAs) by investigating their performance, risk, and fund …

The structuring and management of British VC investments are explored in this article. The
involvement of syndicate partners, the interaction between syndicate partners and investees …

Alfred Winslow Jones started a hedge fund in 1949, pioneering the con-cept and strategy of
using hedges to protect his portfolios against market declines. Though hugely successful …

The authors survey numerous hedge fund studies related to their institutional, historical and
performance characteristics; their purpose and effectiveness in achieving balanced …

The idea for this book came about when we realized that a collection of articles dealing with
quantitative and qualitative analyses of hedge funds could be a useful addition to current …

Bu çalışmanın amacı Türkiye'de faaliyet gösteren serbest yatırım fonlarının performanslarını
değerlendirmektir. Çalışmada, Türk finans piyasası için oldukça yeni bir kavram olan serbest …

Publisher Summary This chapter examines the return distributions of 332 funds of hedge
funds (FOFs) and associated indexes, almost all of which exhibit excess kurtosis. Over half …