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 SystemsResearch Associate, Edhec Risk and Asset Management Research Centre

Mathieu Vaissie

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

Pdf
Hedge Fund Indices: Investable, Non-Investable and Strategy Benchmarks...
(-1.00 B)
Type: Working paper
Date: le 01/10/2004
Extra information : For more information, please contact EDHEC Research and Development Department [ research@drd.edhec.edu ]
Research Cluster : Finance

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