Results 1 to 10 of about 8,323 (308)
The Journal of Portfolio Management, 2001 The popular perception is that hedge funds follow a reasonably well defined market-neutral investment style. While this long- short investment strategy may have characterized the first hedge funds, today hedge funds are a reasonably heterogeneous group.
Stephen J. Brown, William N. Goetzmann
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Journal of Financial Economics, 2011 Abstract We investigate the leverage of hedge funds in the time series and cross-section. Hedge fund leverage is counter-cyclical to the leverage of listed financial intermediaries and decreases prior to the start of the financial crisis in mid-2007.
Andrew Ang +2 more
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Some of the next articles are maybe not open access.
SSRN Electronic Journal, 2012
We develop an analytically tractable model of hedge fund leverage and valuation where the manager maximizes the present value (PV) of management and incentive fees from current and future managed funds. By leveraging on alpha strategies, skilled managers create value.
Yingcong Lan, Neng Wang, Jinqiang Yang
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We develop an analytically tractable model of hedge fund leverage and valuation where the manager maximizes the present value (PV) of management and incentive fees from current and future managed funds. By leveraging on alpha strategies, skilled managers create value.
Yingcong Lan, Neng Wang, Jinqiang Yang
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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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Review of Financial Economics, 2015
AbstractWe provide evidence on the performance and the replication success of a broad sample of 72 synthetic hedge funds from January 2009 to December 2013. Thereby, we assign the term “synthetic hedge fund” to mutual funds and exchange‐traded funds with hedge fund indices as their benchmarks.
Mario Fischer +2 more
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AbstractWe provide evidence on the performance and the replication success of a broad sample of 72 synthetic hedge funds from January 2009 to December 2013. Thereby, we assign the term “synthetic hedge fund” to mutual funds and exchange‐traded funds with hedge fund indices as their benchmarks.
Mario Fischer +2 more
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Hedge Funds and Funds of Hedge Funds
2013A woman goes to her bank manager for a personal loan to buy a car. Seeking to make conversation while completing the documentation, the loan officer asked his client what kind of car she intended to buy. With little interest in, or knowledge of, car makes and models – a friend having identified a suitable used car for her – the client replied, ‘Um ...
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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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The Journal of Wealth Management, 2002
Given the current hype surrounding investing in hedge funds, the author assumes that most investors by now will agree that investing in hedge funds can make sense when viewed not in isolation but in a portfolio context. The next step, therefore, is implementation. Investing in funds of hedge funds has some advantages and some disadvantages.
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Given the current hype surrounding investing in hedge funds, the author assumes that most investors by now will agree that investing in hedge funds can make sense when viewed not in isolation but in a portfolio context. The next step, therefore, is implementation. Investing in funds of hedge funds has some advantages and some disadvantages.
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The profiles of merged hedge funds, funds of hedge funds, and CTA
Journal of Asset Management, 2016This study examines the profiles of 412 merged hedge funds (HFs), funds of HFs (FoHFs), and commodity trading advisors (CTAs) over the January 1994 through December 2013 period. We find that merged HFs, FoHFs, and CTAs are typically younger than live HFs but older than dead funds.
Greg N. Gregoriou, Maher Kooli
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Hedge Funds: A Methodology for Hedge Fund Valuation
The Journal of Alternative Investments, 2000Hedge fund managers are more difficult to value than traditional asset management companies largely because of the variability of hedge fund revenues. This valuation difficulty represents one of the obstacles limiting the scale of consolidation in the industry to date.
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