This report is a brief of the actual research and discusses two ways of asset allocation in Hedge Funds to generate alpha over the fund of hedge funds. The fund of hedge funds have fallen out of favour for investors seeking alternative investments as they have lagged the general market returns....

The authors investigate whether sports traders who systematically invest in sports betting strategies can outperform hedge fund managers and the S&P 500 from 1st January 2010 to 7th January 2016. The authors take a simple betting strategy based on Horse races in the UK and invest consistently on...

Alternative Mutual Funds (AMFs) follow strategies similar to those of hedge funds and seek returns uncorrelated with the market. We analyze the performance of AMFs for the period January, 1998 through December, 2011 using the Carhart four-factor model and the Fung-Hsieh seven-factor model. Our...

This article attempts to measure performance of Type A and Type B funds relative to T-Bill rates and ISE-100 index in Turkey over the period of January 1998-June 2000 using Sharpe ratio, Treynor ratio, Jensen alpha, and Graham&Harvey index. 55 Type A, and 77 Type B Funds were included in the...

This paper examines the performance of investment strategies involving leveraged and inverse leveraged ETF pairs. As in Jiang and Peterburgsky's (2017) simulation analysis, the empirical analysis in this paper indicates that simple portfolios of bull/bear short positions constructed to...

Warren Buffett (1984) presents a group of investors with long-term performance records far superior than the market. Applying an array of prominent performance evaluation models, capturing relative, absolute, density based, and utility-based measures, does little to refute the conclusions of...