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Investing in Hedge Funds

Author

Listed:
  • Bali, Turan

    (Georgetown University, Washington DC, USA)

  • Atilgan, Yigit

    (Sabanci University, Turkey)

  • Demirtas, Ozgur

    (Baruch College CUNY, New York, NY, USA)

Abstract

This book will present a comprehensive view of the risk characteristics, risk-adjusted performances, and risk exposures of various hedge fund indices. It will distinguish itself from other books and journal articles by focusing solely on hedge fund indices and emphasizing tail risk as a predictor of hedge fund index returns. The three chapters in this short book have not been previously published. Presents new insights about the investability and performance measurement of an investor’s final portfolio Uses most recently developed investable hedge fund indexes to revise previous analyses of indexes Focuses on 14 distinct types of hedge fund indices with daily data from January 1994 to December 2011

Suggested Citation

  • Bali, Turan & Atilgan, Yigit & Demirtas, Ozgur, 2013. "Investing in Hedge Funds," Elsevier Monographs, Elsevier, edition 1, number 9780124047310.
    • Handle: RePEc:eee:monogr:9780124047310
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    Cited by:

    1. Panopoulou, Ekaterini & Vrontos, Spyridon, 2015. "Hedge fund return predictability; To combine forecasts or combine information?," Journal of Banking & Finance, Elsevier, vol. 56(C), pages 103-122.

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