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

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

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