9 Intelligent Hedge Fund Investing - Barry Schachter, Editor - Published 2004
Intelligent Hedge Fund Investing
Successfully Avoiding Pitfalls through Better Risk Evaluation
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CONTENTS OF THE VOLUME

Foreword
Tanya Beder
Tribeca Investments LLC

Intelligent Hedge Fund Investing: An Introduction (download pdf 58k)
Barry Schachter

SECTION 1: CHALLENGES TO HEDGE FUND INVESTORS

Introduction
Barry Schachter

Hedge Funds vs Common Sense
Harry M. Kat
City University, London

Understanding Risks Embedded in Portfolios of Hedge Funds
Boris Arabadjiev (bio)
Credit Suisse Asset Management

Indexing Hedge Fund Indices
Noël Amenc (bio); Lionel Martellini (bio); Mathieu Vaissié (bio)
EDHEC

The Benefits and Costs of Illiquidity
Hilary Till (bio)
Premia Risk Consultancy, Inc.

Threading a Rope Through a Needle: How Does a Large-Scale Investor Approach Hedge Funds?
Leola B. Ross (bio)
Russell Investment Group

SECTION 2: MEASURING HEDGE FUND PERFORMANCE

Introduction
Barry Schachter

Maximum Drawdown: Further Results
Emmanuel Acar (bio); Amy Middleton (bio)
Bank of America

The Alternative Sharpe Ratio
Bernard Lee (bio); Youngju Lee (bio)
Imperial College; Allianz Hedge Fund Partners

AIRAP: Alternative Views on Alternative Investments
Milind Sharma (bio)
Merrill Lynch Investment Managers

How "Sharpe" are Funds of Funds?
Youngju Lee (bio); Bernard Lee (bio)
Allianz Hedge Fund Partners; Imperial College

SECTION 3: IDENTIFYING AND ESTIMATING HEDGE FUND RISKS

Introduction
Barry Schachter

Alternative Approaches to Estimating VaR for Hedge Fund Portfolios
Turan G. Bali (bio); Suleyman Gokcan (bio)
Zicklin School of Business; Citigroup Alternative Investments

A Quantitative Analysis of Hedge Fund Style and Performance
Claus Bang Christiansen (bio); Peter Brink Madsen (bio); Michael Christensen (bio)
Aarhus School of Business

An Analysis of the Risk Factors Underlying Hedge Fund Returns
John Okunev (bio); Derek White (bio)
Principal Global Investors

A Critical Examination of Historical Hedge Fund Returns
Nolke Posthuma (bio); Pieter Jelle van der Sluis (bio)
ABP Investments; Free University Amsterdam and ABP Investments

SECTION 4: HEDGE FUNDS IN PORTFOLIOS

Introduction
Barry Schachter

Optimal Hedge Fund Style Allocation Under Higher Moments
Jean-François Bacmann (bio); Sébastien Pache (bio)
RMF Investment Management; Ernst and Young

Evaluating Gains from Diversifying into Hedge Funds Using Dynamic Investment Strategies
Niclas Hagelin (bio); Bengt Pramborg (bio)
Stockholm University School of Business and the Swedish National Debt Office; Stockholm University School of Business

Evaluating Hedge Fund Investments: The Role of Pure Style Indices
Francois-Serge Lhabitant (bio)
Union Bancaire Privée

INSIDE REVIEWS PURCHASE

Introduction

Table of Contents

Contributors

"How exciting to read a book that is so timely and practical"
Tanya Styblo Beder, CEO, Tribeca Investments

Publisher: Risk Books
Hardcover: 470 pages
ISBN: 19044339220

Editor: Barry Schachter

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(US$ 153.00)

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© 2004 Barry Schachter