Investing in Hedge Funds

A Guide to Measuring Risk and Return Characteristics

Business & Finance, Finance & Investing, Banks & Banking, Personal Finance, Money Management
Cover of the book Investing in Hedge Funds by Turan Bali, Yigit Atilgan, Ozgur Demirtas, Elsevier Science
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Turan Bali, Yigit Atilgan, Ozgur Demirtas ISBN: 9780124051690
Publisher: Elsevier Science Publication: June 29, 2013
Imprint: Academic Press Language: English
Author: Turan Bali, Yigit Atilgan, Ozgur Demirtas
ISBN: 9780124051690
Publisher: Elsevier Science
Publication: June 29, 2013
Imprint: Academic Press
Language: English

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
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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.

More books from Elsevier Science

Cover of the book Colour Design by Turan Bali, Yigit Atilgan, Ozgur Demirtas
Cover of the book Precambrian Evolution of the North China Craton by Turan Bali, Yigit Atilgan, Ozgur Demirtas
Cover of the book Principles of Cloning by Turan Bali, Yigit Atilgan, Ozgur Demirtas
Cover of the book Motorcyle Tuning: Chassis by Turan Bali, Yigit Atilgan, Ozgur Demirtas
Cover of the book Topical Reviews in Neurosurgery by Turan Bali, Yigit Atilgan, Ozgur Demirtas
Cover of the book Therapeutic Risk Management of Medicines by Turan Bali, Yigit Atilgan, Ozgur Demirtas
Cover of the book Annual Reports on NMR Spectroscopy by Turan Bali, Yigit Atilgan, Ozgur Demirtas
Cover of the book Handbook of Advanced Radioactive Waste Conditioning Technologies by Turan Bali, Yigit Atilgan, Ozgur Demirtas
Cover of the book The Case for the Chief Data Officer by Turan Bali, Yigit Atilgan, Ozgur Demirtas
Cover of the book Algebraic and Combinatorial Computational Biology by Turan Bali, Yigit Atilgan, Ozgur Demirtas
Cover of the book Differential Equations, Dynamical Systems, and an Introduction to Chaos by Turan Bali, Yigit Atilgan, Ozgur Demirtas
Cover of the book Solid-Liquid Two Phase Flow by Turan Bali, Yigit Atilgan, Ozgur Demirtas
Cover of the book Intermolecular and Surface Forces by Turan Bali, Yigit Atilgan, Ozgur Demirtas
Cover of the book Green and Sustainable Manufacturing of Advanced Material by Turan Bali, Yigit Atilgan, Ozgur Demirtas
Cover of the book Pet-to-Man Travelling Staphylococci by Turan Bali, Yigit Atilgan, Ozgur Demirtas
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy