Working paper

Author(s) : Michelle Learned De Piante Vicin
However, over the recent years, hedge funds have generally substantially outperformed equities, with much lower volatility. As a consequence, they...
2004
Author(s) : Francois-Serge Lhabitant
 In this paper, we suggest an innovative approach to hedge fund investing, which is valid at the individual fund level as well as at the...
2004
Author(s) : Hilary Till
For hedge funds, the illiquidity can arise from the contracts an investor enters into, which may have one year or longer lock-ups or can arise from...
2004
Author(s) : Hilary Till
Based on a survey of recent academic and practitioner research, this article reviews six competing frameworks for how to incorporate hedge funds in...
2004
Author(s) : Francois-Serge Lhabitant
This growth was essentially driven by the attractive risk-adjusted performance achieved by hedge funds, their ability to protect capital in negative...
2003
Author(s) : Noel Amenc
Institutional investors' increasing interest in hedge funds and the massive inflow of capital that has followed has brought an end to the relatively...
2003
Author(s) : Lionel Martellini
Institutional investors' increasing interest in hedge funds and the massive inflow of capital that has followed has brought an end to the relatively...
2003
Author(s) : Mathieu Vaissie
Institutional investors' increasing interest in hedge funds and the massive inflow of capital that has followed has brought an end to the relatively...
2003
Author(s) : Hilary Till
While the article mainly covers the additional risk measurement techniques, which are needed when investing in hedge funds, its recommendations are...
2003
Author(s) : Noel Amenc
We also emphasise the benefits of an optimal market neutral strategy that generates abnormal return from timing between traditional Treasury,...
2003
Author(s) : Philippe Malaise
We also emphasise the benefits of an optimal market neutral strategy that generates abnormal return from timing between traditional Treasury,...
2003
Author(s) : Lionel Martellini
We also emphasise the benefits of an optimal market neutral strategy that generates abnormal return from timing between traditional Treasury,...
2003
Author(s) : Daphne Sfeir
We also emphasise the benefits of an optimal market neutral strategy that generates abnormal return from timing between traditional Treasury,...
2003
Author(s) : John M. Mulvey
We analyze the Mt. Lucas Index across different historical periods, evaluating its performance within a multi-period asset allocation framework. Our...
2003
Author(s) : Shiv Siddhant N. Kaul
We analyze the Mt. Lucas Index across different historical periods, evaluating its performance within a multi-period asset allocation framework. Our...
2003
Author(s) : Koray D. Simsek
We analyze the Mt. Lucas Index across different historical periods, evaluating its performance within a multi-period asset allocation framework. Our...
2003

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