Title: Funds of Hedge Funds: Performance, Assessment, Diversification, and Statistical Properties
Abstract: 1 Rank alpha funds of hedge funds Carol Alexander and Anca Dimitriu 2 Funds of hedge funds: bias and persistence in returns Daniel Capocci and Georgers Hubner 3 Replication and evaluation of fund of funds returns 1994-2005 Harry M. Kat and Helder P. Palaro 4 Factor decomposition of fund of funds returns Jean-Francois Bacmann, Pierre Jeanneret, and Stefan Scholz 5 Optimal fund of fund asset allocation: hedge funds, CTAs and REITs Nicolas Papageorgiou and Alain Elkaim 6 The changing performance and factor risks of fund of funds in the modern period Keith H. Black 7 Hedge fund indices: are they cost-effective alternatives to fund of funds? Kathryn Wilkens 8 Simple hedge fund strategies as an alternative to funds of funds: evidence from large cap funds Greg N. Gregoriou, Georges Hubner, Nicolas Papageorgiou, and Fabrice Rouah 9 Funds of funds of hedge funds: welcome to diworsification Francois-Serge Lhabitant and Nicolas Laporte 10 Style analysis of funds of hedge funds: measurement of asset allocation and style drift Andreas Oehler and Oliver A. Schwindler 11 Gains from adding funds of hedge funds to portfolios of traditional assets: An international perspective Niclas Hagelin, Bengt Pramborg, and Fredrik Stenberg 12 Tactical asset allocation for hedge fund indices at one- to six-month horizons Laurent Favre 13 Single strategy funds of hedge funds: how many funds? Ryan J. Davies, Harry M. Kat, and Sa Lu 14 The distributional characteristics of fund of hedge fund returns Elaine Hutson, Margaret Lynch and Max Stevenson 15 Funds of funds and diversification effect Maher Kooli 16 Higher-moment performance characteristics of funds of funds Zsolt Berenyi 17 The market risk of funds of hedge funds: a conditional approach Florent Pochon and Jerome Teiletche 18 Revisiting the Fama and French model: An application to funds of funds using nonlinear methods Eric Dube, Clement Gignac and Francois Eric Racicot 19 Investors choice: an investor-driven, forward-looking optimization approach to fund of hedge fund construction Clemens H. Glaffig 20 Moments analysis in risk and performance monitoring of funds of hedge funds David K.C. Lee, Kok Fai Phoon, and Choon Yuan Wong 21 An overview of funds of hedge funds Jean Brunel 22 Institutional investment due diligence on funds of hedge funds John E. Dunn, III 23 Synthetic CDO squares and the continuing evolution of funds of funds Paul Ali 24 Natural resources fund of funds: essays on active management, risk management, and due diligence 25 Identifying and monitoring risk in a fund of hedge funds portfolio Meredith A. Jones 26 The wizardry of analytics for funds of funds Mary Fjelstad and Leola Ross 27 Quantitative hedge fund selection for fund of funds Stephan Joehri and Markus Leippold
Publication Year: 2006
Publication Date: 2006-08-01
Language: en
Type: book
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Cited By Count: 11
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