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Replication and evaluation of funds of hedge funds returns · Study

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ChapterReplication and evaluation of funds of hedge funds returns

Harry M. Kat2006

Chapter2006

Replication and evaluation of funds of hedge funds returns

Harry M. Kat · Helder P. Palaro

53 citations·0/0 files stored·Elsevier eBooks

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Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Private Equity and Venture Capital

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References

2004An econometric model of serial correlation and illiquidity in hedge fund returns 2002The Statistical Properties of Hedge Fund Index Returns and Their Implications for Investors 1991Smoothing in appraisal-based returns 2003Hedge Fund Performance 1990-2000: Do the "Money Machines" Really Add Value?2001The Statistical Properties of Hedge Fund Index Returns and Their Implications for Investors 2001Hedge Fund Performance 1990-2000: Do the Money Machines Really Add Value?2005Who Needs Hedge Funds? A Copula-Based Approach to Hedge Fund Return Replication

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2008The Impact of Non-normality Risks and Tactical Trading on Hedge Fund Alphas 2007New Financial Instruments and Institutions: Opportunities and Policy Challenges

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2018Harmful diversification: Evidence from alternative investmentsarticle · 4 shared references 2015Hedge Funds: A Dynamic Industry in Transitionreview · 4 shared references 2003Asian Hedge Funds: Return Persistence, Style, and Fund Characteristicspreprint · 4 shared references 2012Strategic Asset Allocation and the Role of Alternative Investmentsarticle · 4 shared references 2005Systemic Risk and Hedge Fundsreport · 3 shared references 2014Risk Measures for Autocorrelated Hedge Fund Returnsarticle · 3 shared references

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Year2006

Typechapter

Published2006-01-01

VenueElsevier eBooks

Languageen

Citations53

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/b978-075067984-8.50006-7

openalex_workW2149928902

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