Measure for Measure

In a previous column, I touched upon the difficulty of using standard measures to evaluate a number of hedge fund strategies.

Author(s) :

Hilary Till

Principal of Premia Capital Management, LLC; andResearch Associate, EDHEC Risk and Asset Management Research Centre

Presentation :

In this column, after reviewing these difficulties, I will discuss the current state-of-the-art methodology in this area. This subject is a very timely one. After the historically unprecedented run-up in the stock market, an investor may only be able to expect single-digit stock market returns for the foreseeable future. Because of these low return expectations, the promise of earning double-digit returns from hedge funds has caused unprecedented interest in this type of investment.

Measure for Measure...
(-1.00 B)
Type : Working paper
Date : le 08/10/2001
Extra information :

Pour plus d'informations, nous vous prions de vous adresser à Joanne Finlay, Direction de la recherche de l'EDHEC [] Les opinions exprimées sont celles de l'auteur et n'engagent pas la responsabilité de l'EDHEC.

Research Cluster : Finance

See Also

- 08-09-2017
Ranked 4th in France, EDHEC reinforces its position in the world’s Top 20 (16th place) in the 2017 Financial Times Master in Management Ranking, among prestigious international institutions...
- 30-08-2017
EDHEC welcomes students and participants who are back to school in the upcoming weeks. A positive and international atmosphere (more than 100 nationalities expected) shines through our...
Innovation with limited resources (Video)
- 18-08-2017
The article "Innovation with Limited Resources: Management Lessons from the German...
Station F successfully inaugurated in the presence of Emmanuel Macron and EDHEC
- 29-06-2017
EDHEC announced this May that it had joined Station F, the world’s biggest start-up...