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.

Presentation :

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.
Pdf
On the Role of Hedge Funds in Institutional Portfolios: Comprehensive Version...
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Type : Working paper
Date : le 01/09/2003
Extra information : For more information, please contact EDHEC Research and Development Department [ research@drd.edhec.edu ]
Research Cluster : Finance

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