Hedge Fund Indices: Investable, Non-Investable and Strategy Benchmarks

Walter Géhin, Mathieu Vaissié: This study proposes an overview of hedge fund strategy benchmarks, on the basis of academic studies, the points of view of practitioners and documentation from index providers.

Author(s):

Walter Gehin

Engineer, Misys Asset Management Systems - Research Associate, Edhec Risk and Asset Management Research Centre

Mathieu Vaissie

Research Engineer, Edhec Risk and Asset Management Research CentrePhD Candidate, University of Paris Dauphine

Type: Working paper
Date: le 01/10/2004
Research Cluster : Finance

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