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 publish…
Bibliografi : hlm. 287-291
No Inv.: 615/AF/Perp/88/1c
No Inv.: 1242-1246/P/Perp/95/5c~1321-1325/S/Perp/95/5c~375/S/Perp/94/1c
No Inv.: 484/P/Perp/97/1c
No Inv.: 107229/S/Perp/06/1c
No Inv.: 2668/S/Perp/98/1c
Bibliografi : hlm. 207
How will the funds of hedge funds (FoHF) business have to change to survive in the wake of the 2008-2012 financial crisis? This new research provides valuable insight. Reconsidering Funds of Hedge Funds presents the first comprehensive views of UCITS as well as recent trends in due diligence, risk management, and hedge fund deaths and survivors. The book contains original chapters by 22 academi…