Similar Search Results

McCrary, Stuart A. - 2005

Persistent link: https://www.econbiz.de/10002120309

Empirische Analyse der Drawdowns von Dach-Hedgefonds

Heidorn, Thomas (contributor); Kaiser, Dieter G. (contributor) - 2009

Funds of Hedge Funds (FHF) are perceived to be the premier choice of institutional investors for first-time allocations into the alternative investment asset class. While many papers cover the bright side of FHF investing, we in this paper empirically investigate the maximum drawdowns of FHF....

Persistent link: https://www.econbiz.de/10003796083

The performance evaluation of hedge funds : a comparison of different approaches

Carretta, Alessandro; Mattarocci, Gianluca - In: New drivers of performance in a changing financial world, (pp. 14-29). 2009

Persistent link: https://www.econbiz.de/10003811130

Hedge funds for retail investors? : An examination of hedged mutual funds

Agarwal, Vikas (contributor); Boyson, Nicole M. (contributor) - 2007 - Current vers.: May 9, 2007

Persistent link: https://www.econbiz.de/10003469550

Hedge funds for retail investors? : an examination of hedged mutual funds

Agarwal, Vikas; Boyson, Nicole M.; Naik, Narayan Y. - 2007 - First version: March 10, 2006, Current version: May 9, 2007

Recently there has been a rapid growth in the assets managed by "hedged mutual funds" - mutual funds mimicking hedge funds strategies. In this paper, we examine the performance of these funds relative to hedge funds and traditional mutual funds. We find that despite their use of similar trading...