Returns-Based Analyses of Hedge Funds

Hilary Till: A version of this article originally appeared in Derivatives Week, 7/28/02.

Author(s):

Hilary Till

Principal, Premia Capital Management, LLCResearch Associate, EDHEC-Risk Institute

This article will discuss the state of the art in applying returns-based analyses to hedge funds. It will pay particular attention to those hedge fund strategies where the use of derivatives and dynamic trading strategies can lead to highly asymmetric outcomes.
Pdf
Returns-Based Analyses of Hedge Funds...
(-1.00 B)
Type: Working paper
Date: le 04/11/2013
Extra information : For more information, please contact EDHEC Research and Development Department [ research@drd.edhec.edu ]
Research Cluster : Finance

See Also

OTHERWISE#7 : NEW WAYS FOR ECONOMY AND BUSINESS
News
- 09-11-2018
Artificial Intelligence at the heart of Otherwise #7: « Our business school’s digital...
EDHEC Business school joins global alliance to revolutionize online education and flexible learning
News
- 02-11-2018
EDHEC has joined a group of five leading business schools to launch a new digital...
The financial mistakes of households and their social costs.
News
- 31-10-2018
Forthcoming in the American Economic Review, Professor Raman Uppal's paper entitled "...
EDHEC Business School: + 10 positions in the Economist ranking 2018
News
- 25-10-2018
The Economist "Which MBA" Ranking 2018: EDHEC moves up 10 places from last year...