Successfully Avoiding Pitfalls through Better Risk Evaluation
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CONTENTS OF THE VOLUME Foreword Intelligent Hedge Fund Investing: An Introduction
(download pdf 58k) SECTION 1: CHALLENGES TO HEDGE FUND INVESTORS
Introduction Hedge Funds vs Common Sense Understanding Risks Embedded in Portfolios of Hedge Funds Indexing Hedge Fund Indices The Benefits and Costs of Illiquidity Threading a Rope Through a Needle: How Does a Large-Scale Investor Approach Hedge Funds? SECTION 2: MEASURING HEDGE FUND PERFORMANCE Introduction Maximum Drawdown: Further Results The Alternative Sharpe Ratio AIRAP: Alternative Views on Alternative Investments How "Sharpe" are Funds of Funds? SECTION 3: IDENTIFYING AND ESTIMATING HEDGE FUND RISKS Introduction Alternative Approaches to Estimating VaR for Hedge Fund Portfolios A Quantitative Analysis of Hedge Fund Style and Performance An Analysis of the Risk Factors Underlying Hedge Fund Returns A Critical Examination of Historical Hedge Fund Returns SECTION 4: HEDGE FUNDS IN PORTFOLIOS Introduction Optimal Hedge Fund Style Allocation Under Higher Moments Evaluating Gains from Diversifying into Hedge Funds Using Dynamic Investment Strategies Evaluating Hedge Fund Investments: The Role of Pure Style Indices |
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"How exciting to read a book that is so timely and practical" Publisher: Risk Books Editor: Barry Schachter |
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