Results 281 to 290 of about 198,192 (354)
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Monitoring Fund-of-Funds Allocations
CFA Institute Conference Proceedings, 2004Hedge funds do not lend themselves to the same approaches used for monitoring traditional investments. To analyze hedge funds well, a very flexible and hands-on approach must be used. Although hedge fund investors generally do a good job of reviewing hedge fund people, strategies, and implementation, they often overlook equally important elements, such
A. Coster
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Trapped in diversification – another look at the risk of fund of hedge funds
European Journal of Finance, 2019Recent literature implies that despite being more diversified, fund of hedge funds (FOFs) are exposed to tail risk. We propose an explanation for this phenomenon; tail risk is a systematic risk factor for hedge funds, which by construction, explains the ...
W. Cui, Juan Yao, S. Satchell
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Management Sciences, 2022
The United Nations Principles for Responsible Investment (PRI) is the largest global environmental, social, and governance (ESG) initiative in the asset-management industry to date. We analyze what happens after active U.S.
Soohun Kim, Aaron S. Yoon
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The United Nations Principles for Responsible Investment (PRI) is the largest global environmental, social, and governance (ESG) initiative in the asset-management industry to date. We analyze what happens after active U.S.
Soohun Kim, Aaron S. Yoon
semanticscholar +1 more source
The Journal of Alternative Investments, 2001
In addition to the enhanced risk/return profile of funds of hedge funds, there are numerous additional structural benefits to investment in multi-manager hedge funds. This article both reviews the characteristics of various hedge fund strategies and emphasizes the unique structural characteristics of multi-manager hedge funds.
Martin Fothergill, Carolyn Coke
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In addition to the enhanced risk/return profile of funds of hedge funds, there are numerous additional structural benefits to investment in multi-manager hedge funds. This article both reviews the characteristics of various hedge fund strategies and emphasizes the unique structural characteristics of multi-manager hedge funds.
Martin Fothergill, Carolyn Coke
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SSRN Electronic Journal, 2006 Private equity funds of funds (FOFs) have become big business. Today, FOFs form 14% of new money raised. I test six explanations for the rise of FOFs. First, I find that FOFs do not generally deliver superior returns. They do, however, do well enough for the limited partners (LPs) that hire them.
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Machine-Learning the Skill of Mutual Fund Managers
Social Science Research Network, 2022We show, using machine learning, that fund characteristics can consistently differentiate high from low-performing mutual funds, as well as identify funds with net-of-fees abnormal returns. Fund momentum and fund flow are the most important predictors of
Ron Kaniel +3 more
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THE EFFECTIVENESS OF VILLAGE FUND POLICY ON INFRASTRUCTURE DEVELOPMENT
LITERACY : International Scientific Journals of Social, Education, Humanities, 2022The Effectiveness of Village Fund Policy on Infrastructure Development in Baleendah Village, Bandung Regency. This study aims to find out how effective village fund policies are in infrastructure development.
Aep Saepudin, Muhammad Yusuf
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The Journal of Alternative Investments, 2002
This article describes the current global fund of hedge funds (FOHF) market and analyzes a series of factors that may drive future success for providers. The results in this article are based, in part, on a series of over 70 interviews conducted in the spring of 2001.
Christopher J. Acito, F. Peter Fisher
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This article describes the current global fund of hedge funds (FOHF) market and analyzes a series of factors that may drive future success for providers. The results in this article are based, in part, on a series of over 70 interviews conducted in the spring of 2001.
Christopher J. Acito, F. Peter Fisher
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The Journal of Derivatives, 2004
Securitization has been one of the most important capital market innovations in the last 30 years. Beginning with mortgage pass-throughs and CMOs, the creative use of collateralization and tranching to redistribute risk exposure has recently expanded significantly, as bonds, loans, and other securities exposed to credit risk have been securitized into ...
Charles A. Stone, Anne Zissu
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Securitization has been one of the most important capital market innovations in the last 30 years. Beginning with mortgage pass-throughs and CMOs, the creative use of collateralization and tranching to redistribute risk exposure has recently expanded significantly, as bonds, loans, and other securities exposed to credit risk have been securitized into ...
Charles A. Stone, Anne Zissu
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Rank alpha funds of hedge funds
The Journal of Alternative Investments, 2005This article examines the performance of hedge fund portfolios when fund selection is based on the rank of a fund9s alpha, rather than the estimated value of the alpha. Estimated alphas can vary significantly depending on the model used and hence induce a high degree of model risk in portfolio optimization.
Carol Alexander, Anca Dimitriu
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