Showing 1 - 10 of 35,471
Persistent link: https://www.econbiz.de/10003838776
Persistent link: https://www.econbiz.de/10013515856
Persistent link: https://www.econbiz.de/10003347532
Persistent link: https://www.econbiz.de/10003454361
This paper empirically investigates the risk and performance of three types of alternative beta products over the January 2002 to September 2009 time period: funds of hedge funds (FHFs), investable hedge fund indices (IHFIs), and hedge fund replication strategies (HFRS). We show that IHFIs are...
Persistent link: https://www.econbiz.de/10003979808
Persistent link: https://www.econbiz.de/10009659195
Persistent link: https://www.econbiz.de/10008747516
Persistent link: https://www.econbiz.de/10009383417
index provider. Also most product providers and even more and more investors are using hedge fund indices for benchmarking … from the fact that each index provider looks at a different subset of underlying hedge funds. Therefore we calculate … different risk and return measures for the data series of six different hedge fund index providers and highlight the observed …
Persistent link: https://www.econbiz.de/10003750292
Persistent link: https://www.econbiz.de/10000645266