On the Role of Hedge Funds in Institutional Portfolios: Comprehensive Version

Hilary Till: A condensed version of this article appeared in the Spring 2004 issue of The Journal of Alternative Investments.

Author(s):

Hilary Till

Research Associate, EDHEC-Risk Institute andPrincipal, Premia Risk Consultancy, Inc.

This article received research support from the Foundation for Managed Derivatives Research. She would like to thank Mr. Richard Oberuc of Burlington Hall Asset Management, Inc. for sharing his extensive library of hedge fund research; Mr. Sol Waksman of the Barclay Trading Group for the use of the Barclay MAP database; and Ben Borton and HFR for the use of historical data. She would also like to thank Jeff Hank of Harris Associates and Gary Knapp for assistance in the analysis of hedge fund and asset class return series. Finally she would like to thank Laurence Siegel of the Ford Foundation, Matthew Smith of Grosvenor Capital, Joseph Eagleeye of Premia Capital, and Gary Knapp for their helpful comments.

Type: Working paper
Date: le 01/09/2003
Research Cluster : Finance

See Also

Immersion at Station F for start-up challenge finalists !
News
- 13-10-2021
Devised for students with start-up projects on the Pre-Master and Master 1 years of the...
Financing your MBA - are you eligible for a scholarship?
News
- 12-10-2021
How to finance your Global MBA abroad is a critical question you need to think about...
Apprenticeship program: a perfect combination of academic knowledge and professional experience
News
- 12-10-2021
Yiqing Ma joined EDHEC Apprenticeship Track in 2019. She shares insights into the...
CRÉDIT AGRICOLE NORD DE FRANCE, AMUNDI AND CRÉDIT AGRICOLE CIB, PARTNERS OF EDHEC BUSINESS SCHOOL’S MSC IN CLIMATE CHANGE & SUSTAINABLE FINANCE
News
- 08-10-2021
Three major players in the Crédit Agricole Group operating in the banking and finance...