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.

Type: Working paper
Date: le 04/11/2013
Research Cluster : Finance

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