Hedge Fund Strategy Benchmarks: Tricks of the Light or Lighthouses?

Over the last few years, alternative investment strategies have dramatically gained in popularity.

Author(s) :

Walter Gehin

Research Associate, EDHEC Risk and Asset Management Research Centre and Business Analyst, Atos Euronext Market Solutions

Mathieu Vaissie

Research Associate, EDHEC Risk and Asset Management Research Centre

Presentation :

Initially reserved for high net worth individuals (henceforth HNWI), they progressively drew the attention of individual and institutional investors, to reach approximately 1 trillion dollars in assets under management today. However, while HNWI were looking for absolute returns, private and institutional investors are more focused on capital preservation and/or risk-adjusted performance. This evolution in the profile of hedge fund investors naturally gave rise in the alternative arena to new requirements, especially with regard to the performance measurement process.
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Hedge Fund Strategy Benchmarks: Tricks of the Light or Lighthouses?...
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Type : Working paper
Date : le 04/06/2007
Extra information : Pour plus d'informations, nous vous prions de vous adresser à Joanne Finlay, Direction de la recherche de l'EDHEC [ joanne.finlay@edhec.edu] Les opinions exprimées sont celles de l'auteur et n'engagent pas la responsabilité de l'EDHEC.
Research Cluster : Finance

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