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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) :
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.
| 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 [ joanne.finlay@edhec.edu] Les opinions exprimées sont celles de l'auteur et n'engagent pas la responsabilité de l'EDHEC. |
| Research Cluster : | Finance |
See Also
About EDHEC
Operating from campuses in Lille, Nice, Paris, London and Singapore, EDHEC is one of the world’s top 20 business schools. Fully international and directly connected to the business world, EDHEC is a school for business, rather than a business school, where excellence in teaching and research focuses on innovation to stimulate entrepreneurship and creativity. For business from birth and dedicated to business, EDHEC makes entrepreneurs for life, able to remodel or create successful businesses wherever they work.
EDHEC functions as a genuine laboratory of ideas and produces innovative solutions valued by businesses. The School’s teaching philosophy, inspired by its award-winning research activities, focuses on “learning by doing”.
